Although, I got the similar results using AMOC, which should: cpt The most probable location of a changepoint if a change was identified or NA if no changepoint.
Enrico --------------------------------------- Dr Enrico R. Crema ERC EUROEVOL Research Associate UCL Institute of Archaeology 31-34 Gordon Square WC1H 0PY London +44(0)20-7679-1031 e.cr...@ucl.ac.uk On 27 Jan 2014, at 16:47, Enrico R. Crema <enrico.cr...@gmail.com> wrote: > 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. >> ________________________________________________________________________ > [[alternative HTML version deleted]] ______________________________________________ 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.
