residuals {cpop}

Extract residuals from a cpop model

Description

Extracts residuals from a cpop model.

Usage

## S4 method for signature 'cpop.class'
residuals(object)

Arguments

object

An instance of an S4 class produced by cpop.

Value

A single column matrix containing the residuals.

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 residuals
residuals(res)