estimate {cpop}

Estimate the fit of a cpop model

Description

Estimates the fit of a cpop model at the specified locations. If no locations are specified it evaluates the estimates at the locations specified when calling cpop.

Arguments

object

An instance of an S4 class produced by cpop.

x

Locations at which the fit is to be estimated. Default value is the x locations at which the cpop object was defined.

...

Additional arguments.

Value

A data frame with two columns containing the locations x and the corresponding estimates y_hat.

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)))

# estimate fit at points used in call to cpop
estimate(res)

# estimate fit at specified locations
estimate(res,seq(0,100,10))

#extrapolate fit
estimate(res,seq(-20,140,20))