R: Class "cpt.reg"

cpt.reg-class {changepoint} | R Documentation

## Class "cpt.reg"

### Description

A class for changepoint objects, specifically change in regression.

### Objects from the Class

Objects can be created by calls of the form `new("cpt", ...)`.

`new("cpt", ...)`:

  creates a new object with class cpt

### Slots

`data.set`:

  Object of class `"numeric"`, the original vector of data

`cpttype`:

  Object of class `"character"`, the type of changepoint that was identified

`method`:

  Object of class `"character"`, the method that was used to search for changepoints, default change in regression

`test.stat`:

  Object of class `"character"`, the test statistic used to analyse the data

`pen.type`:

  Object of class `"character"`, the penalty type specified in the analysis

`pen.value`:

  Object of class `"numeric"`, the value of the penalty used in the analysis

`minseglen`:

  Object of class `"numeric"`, the minimum segment length (no. of observations between changepoints) used in the analysis.

`cpts`:

  Object of class `"numeric"`, vector of changepoints identified

`ncpts.max`:

  Object of class `"numeric"`, maximum number of changepoint that can be identified

`param.est`:

  Object of class `"list"`, list where each element is a vector of parameter estimates, if requested

`date`:

  Object of class `"character"`, date and time the changepoint analysis was run

`version`:

  Object of class `"character"`, version number of the package used when the analysis was run.

### Methods

cpts

  `signature(object = "cpt.reg")`: retrieves cpts slot

cpttype

  `signature(object = "cpt.reg")`: retrieves cpttype slot

data.set

  `signature(object = "cpt.reg")`: retrieves data.set slot

test.stat

  `signature(object = "cpt.reg")`: retrieves test.stat slot

ncpts.max

  `signature(object = "cpt.reg")`: retrieves ncpts.max slot

method

  `signature(object = "cpt.reg")`: retrieves method slot

minseglen

  `signature(object = "cpt")`: retrieves minseglen slot

param.est

  `signature(object = "cpt.reg")`: retrieves param.est slot

pen.type

  `signature(object = "cpt.reg")`: retrieves pen.type slot

pen.value

  `signature(object = "cpt.reg")`: retrieves pen.value slot

cpts<-

  `signature(object = "cpt.reg")`: replaces cpts slot

cpttype<-

  `signature(object = "cpt.reg")`: replaces cpttype slot

data.set<-

  `signature(object = "cpt.reg")`: replaces data.set slot

test.stat<-

  `signature(object = "cpt.reg")`: replaces test.stat slot

ncpts.max<-

  `signature(object = "cpt.reg")`: replaces ncpts.max slot

method<-

  `signature(object = "cpt.reg")`: replaces method slot

param.est<-

  `signature(object = "cpt.reg")`: replaces param.est slot

pen.type<-

  `signature(object = "cpt.reg")`: replaces pen.type slot

pen.value<-

  `signature(object = "cpt.reg")`: replaces pen.value slot

print

  `signature(object = "cpt.reg")`: prints details of the cpt object including summary

summary

  `signature(object = "cpt.reg")`: prints a summary of the cpt object

param

  `signature(object = "cpt.reg")`: calculates the parameter estimates for the cpt object

### Author(s)

Rebecca Killick

### See Also

`plot-methods`,`cpts-methods`,`cpt`

### Examples

    showClass("cpt.reg")

    x=new("cpt.reg") # creates a new object with the cpt.reg class defaults
    data.set(x)  # retrieves the data.set slot from x
    data.set(x)<-matrix(1:10,nrow=5,ncol=2) # replaces the data.set slot from x with a matrix

[Package changepoint version 2.2.2 Index]