hcp_gft {harbinger}

Generalized Fluctuation Test (GFT)

Description

GFT detection method focuses on identifying structural changes doi:10.18637/jss.v007.i02. It wraps the breakpoints implementation available in the strucchange library.

Usage

hcp_gft()

Value

hcp_chow object

Examples

library(daltoolbox)

#loading the example database
data(examples_changepoints)

#Using simple example
dataset <- examples_changepoints$simple
head(dataset)

# setting up change point method
model <- hcp_gft()

# fitting the model
model <- fit(model, dataset$serie)

# execute the detection method
detection <- detect(model, dataset$serie)

# filtering detected events
print(detection[(detection$event),])