Class for model-fitting functions

Class for model-fitting functions

Usage

new_fun_cpt(x, ...)

validate_fun_cpt(x)

fun_cpt(x, ...)

Arguments

x

a character giving the name of a model-fitting function

...

currently ignored

Value

A fun_cpt object.

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_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)
#> List of 6
#>  $ data         : Time-Series [1:362] from 1 to 362: 8.87 9.1 9.78 9.52 8.63 9.34 8.29 9.86 8.52 9.51 ...
#>  $ tau          : num 42
#>  $ region_params: tibble [2 × 3] (S3: tbl_df/tbl/data.frame)
#>   ..$ region           : chr [1:2] "[0,42)" "[42,362]"
#>   ..$ param_mu         : num [1:2] 8.68 9.35
#>   ..$ param_sigma_hatsq: Named num [1:2] 0.389 0.418
#>   .. ..- attr(*, "names")= chr [1:2] "[0,42)" "[42,362]"
#>  $ model_params : NULL
#>  $ fitted_values: num [1:362] 8.68 8.68 8.68 8.68 8.68 ...
#>  $ model_name   : chr "meanvar"
#>  - attr(*, "class")= chr "mod_cpt"