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Pad and unpad changepoint sets with boundary points

pad_tau.Rd

Pad and unpad changepoint sets with boundary points

Usage

pad_tau(tau, n)

unpad_tau(padded_tau)

is_valid_tau(tau, n)

regions_tau(tau, n)

validate_tau(tau, n)

Arguments

tau

a numeric vector of changepoint indices

n

the length of the original time series

padded_tau

Output from pad_tau()

Value

  • pad_tau(): an integer vector that starts with 0 and ends in \(n\).

  • unpad_tau(): an integer vector stripped of its first and last entries.

  • is_valid_tau(): a logical if all of the entries are between 2 and \(n-1\).

  • validate_tau(): an integer vector with only the base::unique() entries between 2 and \(n-1\), inclusive.

Details

If a time series contains \(n\) observations, we label them from 1 to \(n\). Neither the 1st point nor the \(n\)th point can be a changepoint, since the regions they create on one side would be empty. However, for dividing the time series into non-empty segments, we start with 1, add \(n+1\), and then divide the half-open interval \([1, n+1)\) into half-open subintervals that define the regions.

pad_tau() ensures that 1 and \(n+1\) are included.

unpad_tau() removes 1 and \(n+1\), should they exist.

is_valid_tau() checks to see if the supplied set of changepoints is valid

validate_tau() removes duplicates and boundary values.

Examples

# Anything less than 2 is not allowed
is_valid_tau(0, length(DataCPSim))
#> [1] FALSE
is_valid_tau(1, length(DataCPSim))
#> [1] FALSE

# Duplicates are allowed
is_valid_tau(c(42, 42), length(DataCPSim))
#> [1] TRUE
is_valid_tau(826, length(DataCPSim))
#> [1] TRUE

# Anything greater than \eqn{n} (in this case 1096) is not allowed
is_valid_tau(1096, length(DataCPSim))
#> [1] FALSE
is_valid_tau(1097, length(DataCPSim))
#> [1] FALSE

# Always return a factor with half-open intervals on the right
regions_tau(c(42, 330), 1096)
#> [1] [1,42)     [42,330)   [330,1097)
#> Levels: [1,42) [330,1097) [42,330)
# Anything less than 2 is not allowed
validate_tau(0, length(DataCPSim))
#> numeric(0)
validate_tau(1, length(DataCPSim))
#> numeric(0)
validate_tau(826, length(DataCPSim))
#> [1] 826

# Duplicates are removed
validate_tau(c(826, 826), length(DataCPSim))
#> [1] 826

# Anything greater than \eqn{n} (in this case 1096) is not allowed
validate_tau(1096, length(DataCPSim))
#> numeric(0)
validate_tau(1097, length(DataCPSim))
#> numeric(0)

# Fix many problems
validate_tau(c(-4, 0, 1, 4, 5, 5, 824, 1096, 1097, 182384), length(DataCPSim))
#> [1]   4   5 824