ecp_wrapper {ggchangepoint} | R Documentation |
ecp wrapper
Description
The ecp package provides a non-parametric way to detect changepoints. Unlike
the changepoint package, it does not assume raw data to have any formal
distribution. This wrapper function wraps two functions from the ecp package,
i.e., e.divisive()
and e.agglo()
. Users can use either function
by switching the algorithm
argument. Before using the wrapper function
, seed should be set for the sake of reproducibility.
Usage
ecp_wrapper(data, algorithm = "divisive", min_size = 2, ...)
Arguments
data |
A vector. |
algorithm |
Either |
min_size |
Minimum number of observations between change points. By
default is 2. This argument is only applied when |
... |
Extra arguments to pass on either from |
Value
A tibble includes which point(s) is/are the changepoint along with raw changepoint value corresponding to that changepoint.
References
James NA, Matteson DS (2013). “ecp: An R package for nonparametric multiple change point analysis of multivariate data.” arXiv preprint arXiv:1309.3295.
Examples
set.seed(2022)
ecp_wrapper(c(rnorm(100,0,1),rnorm(100,0,10)))
ecp_wrapper(c(rnorm(100,0,1),rnorm(100,10,1)))