Tidy a ggcpt object

Returns the changepoints tibble (one row per changepoint), or the coefficients of every segment.

Usage

# S3 method for class 'ggcpt'
tidy(x, what = c("changepoints", "coefficients"), conf_level = 0.95, ...)

Arguments

x

A ggcpt object.

what

"changepoints" (the default) or "coefficients": one row per segment and model term, with estimate, std_error and a Wald interval. For a formula fit the terms are the regression's; for a series they are the segment level (and its slope in time, for a change in slope), so a mean-shift result reports each segment's mean with its standard error. Engines that estimate the coefficients themselves (segmented's slopes, fastcpd's per-segment parameters) report their own estimates.

conf_level

Confidence level for the coefficient intervals.

...

Additional arguments (ignored).

Value

A tibble. For "changepoints": columns cp, cp_value, and any method-specific columns. For "coefficients": segment, start, end, term, estimate, std_error, conf_low, conf_high (plus coordinate for a multivariate result).

Examples

set.seed(1)
fit <- cpt_detect(c(rnorm(80), rnorm(80, 3)), method = "pelt")
tidy(fit)
#> # A tibble: 1 × 2
#>      cp cp_value
#>   <int>    <dbl>
#> 1    80   -0.590
tidy(fit, "coefficients")
#> # A tibble: 2 × 8
#>   segment start   end term        estimate std_error conf_low conf_high
#>     <int> <int> <int> <chr>          <dbl>     <dbl>    <dbl>     <dbl>
#> 1       1     1    80 (Intercept)    0.106     0.101  -0.0943     0.307
#> 2       2    81   160 (Intercept)    2.90      0.103   2.70       3.11