Wraps the IDetect package. Requires the IDetect package.
Arguments
- x
A numeric vector.
- seed
Optional seed for reproducibility.
- ...
Additional arguments passed to
IDetect::ID().
Value
A ggcpt object. When the engine finds no changepoints
(including when it signals "No change-points found"), an empty result
is returned rather than an error. A constant series likewise returns the
empty result; see the note below.
Constant input
IDetect::ID() does not treat a flat series consistently — its
statistics become \(0/0\), and what comes back depends on the value and
the length. rep(3, 200) yields 126 changepoints, at
1, 3, 4, 6, 7, ...; rep(0, 100) raises "No change-points found";
rep(-2.5, 60) returns the sentinel 0. A constant series plainly has
no changepoint, and every other search wrapper here reports none, so this
one short-circuits to the empty result. Constancy is decided by exact
equality, so a series with tiny but genuine variation still reaches the
engine.
References
Anastasiou A, Fryzlewicz P (2022). “Detecting Multiple Generalized Change-Points by Isolating Single Ones.” Metrika, 85, 141–174. doi:10.1007/s00184-021-00821-6 .
See also
Other changepoint engines:
bcp_wrapper(),
beast_wrapper(),
bfast_wrapper(),
binsegrcpp_wrapper(),
bocpd_wrapper(),
cpm_wrapper(),
cpop_wrapper(),
cpt_wrapper(),
decafs_wrapper(),
ecp_wrapper(),
envcpt_wrapper(),
esac_wrapper(),
fabisearch_wrapper(),
fastcpd_wrapper(),
fcov_wrapper(),
fmean_wrapper(),
fpop_wrapper(),
geomcp_wrapper(),
hdcov_wrapper(),
hdreg_wrapper(),
inspect_wrapper(),
kcp_wrapper(),
kwc_wrapper(),
mcp_wrapper(),
mosum_wrapper(),
network_wrapper(),
not_wrapper(),
npmojo_wrapper(),
nsp_wrapper(),
ocd_wrapper(),
pilliat_wrapper(),
segmented_wrapper(),
smuce_wrapper(),
sn_wrapper(),
strucchange_wrapper(),
taylor_wrapper(),
tguh_wrapper(),
trend_wrapper(),
var_wrapper(),
wbs2_wrapper(),
wbs_wrapper(),
wbsts_wrapper()