Hi Martyn, Thanks! Should have checked the doc more thoroughly ! Enrico
On 27 Jan 2014, at 16:35, Martyn Byng <martyn.b...@nag.co.uk> wrote: > Hi, > > I don't think you are doing anything wrong, the routine is doing what it > is documented to do, from ?cpt.mean > > cpt: Vector containing the changepoint locations for the penalty > supplied. This always ends with n. > > i.e. as your series is of length 50, the last value returned in cpts > will always be 50. > > Martyn > > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On Behalf Of Enrico R. Crema > Sent: 27 January 2014 13:01 > To: R help > Subject: [R] problem (un)detecting changepoints > > Dear List, > > I am using the cpt.mean() function in the "changepoint" package to > detect change-points in my data and noticed that when there are no > visible changes, the function returns the last point as the point of > change. The following script can illustrate this: > > table(unlist(replicate(500,cpt.mean(rnorm(50),method="PELT")@cpts))) > > the result will return a uniform distribution from 1 to 49 (with ca 20 > cpts located for each), and then 500 cases where the cpts is located on > the last vector. Clearly, cpt.mean returns the index of the last vector > value (here 50) for change in the time-series. I wonder if I am doing > something wrong here, but I think the function should return a NA... > > Many thanks in advance, > Enrico > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ________________________________________________________________________ > This e-mail has been scanned for all viruses by Star. > ________________________________________________________________________ > > ________________________________________________________________________ > The Numerical Algorithms Group Ltd is a company registered in England > and Wales with company number 1249803. The registered office is: > Wilkinson House, Jordan Hill Road, Oxford OX2 8DR, United Kingdom. > > This e-mail has been scanned for all viruses by Star. The service is > powered by MessageLabs. > ________________________________________________________________________ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
