search

rkillick / changepoint

A place for the development version of the changepoint package on CRAN.
127 stars 33 forks source link

-1 result returns #19

Closed nadarabus closed 6 years ago

nadarabus commented 6 years ago

I tried detect change points in R. I've ran following MWE in R.

`` library(changepoint) mydata = c(2000, 2100, 2400, 2000, 4500, 4000, 10000, 12000, 11000, 10000 ,10500, 12000, 10000, 5000, 4000, 4500, 5100, 3800, 4100, 4500) cpoints=cpt.mean(mydata, penalty='Manual', pen.value='100000000*diffparam', method="PELT", class=TRUE) plot(cpoints,cpt.width=3,cpt.col='red')

cpts(cpoints) param.est(cpoints) ``

I am expecting 3 changepoints (same in graph). However, cpts(cpoints) returns only two detected change points. On the other hand, param.est(cpoints) returns three results. Am I missing something?

rkillick commented 6 years ago

I see from your CrossValidated post: https://stats.stackexchange.com/questions/353207/r-changepoint-different-number-of-outputs

What isn't said that is that you will always have 1 more in param.est(cpoints) than cpts(cpoints) as there is 1 more segment than changepoint. You can get 3 by using cpoints@cpts which includes n as then end of the third segment.