ScorePlot {offlineChange} | R Documentation |
Plot the score of each range, which represents how likely the range contains change points.
ScorePlot(result, ...)
result |
The result of function MultiWindow. The argument ret_score of MultiWindow must be TRUE. |
... |
Arguments to be passed to plot, such as main, xlab, ylab. |
A stair plot of score.
J. Ding, Y. Xiang, L. Shen, and V. Tarokh, Multiple Change Point Analysis: Fast Implementation and Strong Consistency. IEEE Transactions on Signal Processing, vol. 65, no. 17, pp. 4495-4510, 2017.
N <- 1000 N1 <- floor(0.1*N) N2 <- floor(0.3*N) a1 <- c(0.8, -0.3); c1 <- 0 a2 <- c(-0.5, 0.1); c2 <- 0 a3 <- c(0.5, -0.5); c3 <- 0 y <- rep(0,N) L<-2 y[1:L] <- rnorm(L) for (n in (L+1):N){ if (n <= N1) { y[n] <- y[(n-1):(n-L)] %*% a1 + c1 + rnorm(1) } else if (n <= (N1+N2)) { y[n] <- y[(n-1):(n-L)] %*% a2 + c2 + rnorm(1) } else { y[n] <- y[(n-1):(n-L)] %*% a3 + c3 + rnorm(1) } } result <- MultiWindow(y,window_list=c(100,50,20,10,5),point_max=5,ret_score=TRUE) ScorePlot(result, main="score plot")