Class for model-fitting functions
fun_cpt.RdClass for model-fitting functions
Details
All model-fitting functions must be registered through a call to fun_cpt().
All model-fitting functions must take at least three arguments:
- x: a time series,
- tau: a set of changepoint indices
- ...: other arguments passed to methods
See fit_meanshift_norm(),
See also
Other model-fitting:
fit_arima(),
fit_lmshift(),
fit_meanshift(),
fit_meanvar(),
fit_nhpp(),
model_args(),
model_name(),
whomademe()
Examples
# Register a model-fitting function
f <- fun_cpt("fit_meanvar")
# Verify that it now has class `fun_cpt`
str(f)
#> function (x, tau, ...)  
#>  - attr(*, "model_name")= chr "meanvar"
#>  - attr(*, "class")= chr "fun_cpt"
# Use it
f(CET, 42)
#> ℹ Model: A meanvar  model with 2 region(s).
#> → Each region has 2 parameter(s).
#> → The model has 0 global parameter(s).