Replay a series through a sequential detector

Runs a whole series through a monitor in one call, so the alarm timeline of an online method can be studied retrospectively without hand-rolling the update loop. This is the honest version of what 0.4.0's cpm, ocd and bocpd wrappers do implicitly: it reports alarms, which arrive after the change, rather than pretending they are estimated changepoint locations.

Usage

cpt_replay(x, method = c("edetector", "cpm", "ocd"), baseline = NULL, ...)

Arguments

x

A numeric vector, or a matrix with rows as time points.

method

Sequential detector; see cpt_monitor().

baseline

Number of leading observations used as pre-change training data (an integer), or an explicit baseline vector. Defaults to min(100, floor(n / 4)).

...

Additional arguments passed to cpt_monitor().

Value

A ggcpt_monitor that has already consumed the series.

See also

cpt_delay(), cpt_monitor().

Examples

set.seed(2026)
mon <- cpt_replay(c(rnorm(200), rnorm(200, 3)), method = "edetector")
alarms(mon)
#> # A tibble: 5 × 3
#>    time statistic threshold
#>   <int>     <dbl>     <dbl>
#> 1    56      112.       100
#> 2    87      360.       100
#> 3   116      198.       100
#> 4   217      174.       100
#> 5   263      114.       100