To install tidychangepoint
from CRAN:
install.packages("tidychangepoint")
To install the development version of tidychangepoint
:
remotes::install_github("beanumber/tidychangepoint")
To load it:
library(tidychangepoint)
The tidychangepoint
package allows you to use any number of algorithms
for detecting changepoint sets in univariate time series with a common,
tidyverse
-compliant interface. Currently, algorithms from
changepoint
, wbs
, and several genetic algorithms made accessible via
GA
are supported. It also provides model-fitting procedures for
commonly-used parametric models, tools for computing various penalty
functions, and graphical diagnostic displays.
Changepoint sets are computed using the segment()
function, which
takes a numeric vector that is coercible into a ts
object, and a
string indicating the algorithm you wish you use. segment()
always
returns a tidycpt
object.
x <- segment(CET, method = "pelt", minseglen = 3)
class(x)
## [1] "tidycpt"
Various methods are available for tidycpt
objects. For example,
as.ts()
returns the original data as ts
object, and changepoints()
returns the set of changepoint indices.
changepoints(x)
## [1] 237 330
If the original time series has time labels, we can also retrieve that information.
changepoints(x, use_labels = TRUE)
## [1] "1895-01-01" "1988-01-01"
The fitness()
function returns the both the value and the name of the
objective function that the algorithm used to find the optimal
changepoint set.
fitness(x)
## MBIC
## 643.5292
Please read the full paper for more details.
To cite the package, use the following information:
citation("tidychangepoint")
## Warning in citation("tidychangepoint"): could not determine year for
## 'tidychangepoint' from package DESCRIPTION file
## To cite package 'tidychangepoint' in publications use:
##
## Baumer B, Suarez Sierra B, Coen A, Taimal C (????). _tidychangepoint:
## A Tidy Framework for Changepoint Detection Analysis_. R package
## version 0.0.1, <https://beanumber.github.io/tidychangepoint/>.
##
## A BibTeX entry for LaTeX users is
##
## @Manual{,
## title = {tidychangepoint: A Tidy Framework for Changepoint Detection Analysis},
## author = {Benjamin S. Baumer and Biviana Marcela {Suarez Sierra} and Arrigo Coen and Carlos A. Taimal},
## note = {R package version 0.0.1},
## url = {https://beanumber.github.io/tidychangepoint/},
## }