cost {cpop}

Calculate the cost of a model fitted by cpop

Description

Calculate the penalised cost of a model fitted by cpop using the residual sum of squares and the penalty values.

Arguments

object

An instance of an S4 class produced by cpop.

Value

Numerical value of the penalised cost associated with the segmentations determined by using cpop

References

Fearnhead P, Grose D (2024). “cpop: Detecting Changes in Piecewise-Linear Signals.” Journal of Statistical Software, 109(7), 1–30. doi:10.18637/jss.v109.i07.

Examples

library(cpop)

# simulate data with change in gradient
set.seed(1)
x <- (1:50/5)^2
y <- simchangeslope(x,changepoints=c(10,50),change.slope=c(0.25,-0.25),sd=1)

# determine changepoints
res <- cpop(y,x,beta=2*log(length(y)))

# calculate the penalised cost 
cost(res)