Run-length posterior heatmap for Bayesian online results

Draws the signature BOCPD graphic: the posterior distribution of the run length (time since the last changepoint) at every observation, as a heatmap, with the series overlaid on top. Works with results from bocpd_wrapper().

Usage

ggcpt_runlength(x, prob_floor = 0.001)

Arguments

x

A ggcpt object produced by bocpd_wrapper().

prob_floor

Posterior probabilities below this value are not drawn (keeps the heatmap legible). Defaults to 1e-3.

Value

A ggplot object.

Examples

res <- bocpd_wrapper(c(rnorm(60), rnorm(60, 4)))
ggcpt_runlength(res)