Closed stephens999 closed 3 years ago
This has been corrected to "A changepoint is the last observation of the current segment" (not sure when as I think that I did this and forgot to close this issue - silly me!). This means that if you do c(rnorm(100),rnorm(100,5)) as the data then the changepoint you expect to get is 100 and the change is between observations 100 and 101.
thanks for the very nice package!
I was a little mislead by the statement "A changepoint is denoted as the first observation of the new segment / regime." in
?cpt.mean
I interpreted this as meaning that a changepoint at 100 means that there is a change between 99 and 100. But it seems that in fact it means there is a change between 100 and 101?