Class for model-fitting functions

Class for model-fitting functions

Usage

new_fun_cpt(x, ...)

validate_fun_cpt(x)

fun_cpt(x, ...)

whomademe(x, ...)

Arguments

x

A character giving the name of a model. Typically the result of model_name().

...

currently ignored

Value

• whomademe(): A function

Details

All model-fitting functions must take at least three arguments: x (a time series), tau (a set of changepoint indices), and the dots .... See fit_meanshift_norm(),

See also

Other model-fitting: fit_lmshift(), fit_meanshift(), fit_meanvar(), fit_nhpp()

Other modeling: model_args.seg_cpt(), model_name.mod_cpt()

Examples

f <- fun_cpt("fit_meanvar")
str(f)
#> function (x, tau, ...)  
#>  - attr(*, "model_name")= chr "meanvar"
#>  - attr(*, "class")= chr "fun_cpt"
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"
f <- whomademe(fit_meanshift_norm(CET, tau = 42))
str(f)
#> function (x, tau, ...)  
#>  - attr(*, "model_name")= chr "meanshift_norm"
#>  - attr(*, "class")= chr "fun_cpt"