Compare multiple changepoint detection methods — ggcpt

Runs several detectors on the same data and returns a faceted or overlaid ggplot comparison. Respects future::plan() for parallel execution if the future.apply package is available.

Usage

ggcpt_compare(
  x,
  methods = c("pelt", "binseg", "amoc"),
  layout = c("facet", "overlay"),
  change_in = "mean",
  seed = NULL,
  ...
)

Arguments

x: A numeric vector (the data series). A one-column matrix or data frame is accepted; wider input is refused, because these detectors are univariate and flattening the columns would invent a changepoint at every seam. Use cpt_batch() for a panel of series.
methods: Character vector of method names (passed to cpt_detect).
layout: Layout type. "facet" (default) shows one panel per method; "overlay" draws all changepoints in one panel, colour-coded.
change_in: What to detect change in. Passed to each detector.
seed: Optional seed for reproducible parallelism. Passed to future.apply::future_lapply() as future.seed, and to set.seed() when running sequentially. Left NULL under a parallel plan, future.seed = TRUE is used, so the workers get parallel-safe streams but the run is not reproducible.
...: Additional arguments passed to each detector.

Value

A ggplot object.

Examples

set.seed(2022)
x <- c(rnorm(100, 0, 1), rnorm(100, 10, 1))
ggcpt_compare(x, methods = c("pelt", "binseg"))