R: Boundary Function for Monitoring of Structural Changes

boundary.mefp {strucchange} | R Documentation

## Boundary Function for Monitoring of Structural Changes

### Description

Computes boundary for an object of class `"mefp"`

### Usage

    ## S3 method for class 'mefp'
    boundary(x, ...)

### Arguments

`x` | an object of class `"mefp"`.
`...` | currently not used.

### Value

an object of class `"ts"` with the same time properties as the monitored process

### See Also

`mefp`, `plot.mefp`

### Examples

    df1 <- data.frame(y=rnorm(300))
    df1[150:300,"y"] <- df1[150:300,"y"]+1
    me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
                  alpha=0.05)
    me2 <- monitor(me1, data=df1)

    plot(me2, boundary=FALSE)
    lines(boundary(me2), col="green", lty="44")

[Package strucchange version 1.5-2 Index]