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GFT detection method focuses on identifying structural changes doi:10.18637/jss.v007.i02. It wraps the breakpoints implementation available in the strucchange library.

Usage

hcp_gft()

Value

hcp_chow object

Examples

library(daltoolbox)

#loading the example database
data(examples_changepoints)

#Using simple example
dataset <- examples_changepoints$simple
head(dataset)
#>   serie event
#> 1  0.00 FALSE
#> 2  0.25 FALSE
#> 3  0.50 FALSE
#> 4  0.75 FALSE
#> 5  1.00 FALSE
#> 6  1.25 FALSE

# setting up change point method
model <- hcp_gft()

# fitting the model
model <- fit(model, dataset$serie)

# execute the detection method
detection <- detect(model, dataset$serie)

# filtering detected events
print(detection[(detection$event),])
#>    idx event        type
#> 49  49  TRUE changepoint
#> 69  69  TRUE changepoint