Independent Gaussian noise with no changepoint anywhere, at 1,000 (50 replicates), 10,000 (10) and 100,000 (6) observations, for the engines the runtime table shows finishing that length quickly. Every changepoint reported is a false alarm.
Format
A tibble with one row per engine and length:
- method
the engine.
- n
the series length.
- reps
replicates that ran.
- size
share of replicates reporting at least one changepoint.
- mean_fp
mean number of changepoints reported.
See also
Other measurement tables:
cpt_calibration,
cpt_data_types,
cpt_invariances,
cpt_noise_benchmark,
cpt_runtimes
Examples
subset(cpt_null_sizes, n == max(n))
#> # A tibble: 12 × 5
#> method n reps size mean_fp
#> <chr> <int> <int> <dbl> <dbl>
#> 1 amoc 100000 6 0 0
#> 2 binseg 100000 6 0 0
#> 3 binsegrcpp 100000 6 0 0
#> 4 decafs 100000 6 0 0
#> 5 fastcpd 100000 6 0 0
#> 6 fpop 100000 6 0 0
#> 7 mosum 100000 6 0 0
#> 8 not 100000 6 0 0
#> 9 pelt 100000 6 0 0
#> 10 segmented 100000 6 1 1
#> 11 tguh 100000 6 0 0
#> 12 wbs 100000 6 0 0