Movatterモバイル変換
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Changes in version 0.3.1
- By default, the data is now centered and scaled before change pointdetection is applied, which improves empirical performance. This can beturned off by setting the new argument
scale.data = FALSEin the functionsnp.mojo(),np.mojo.multilag(), andmultiscale.np.mojo().
Changes in version 0.3.0
- The associated paper is now accepted for publication in Biometrika:seedoi:10.1093/biomet/asaf024 for full details.
- Updated
multiscale.np.mojo() function so that returnedcpts are given in time order. - The p-values returned by
np.mojo(),np.mojo.multilag(), andmulsticale.np.mojo()have been replaced by importance scores: when the bootstrap is used,these are essentially one minus the p-value. Larger scores give moreevidence of a change point. - Fixed error that occurs when using the manual threshold and the
np.mojo.multilag() function, thanks to Chuanyang Zhang forspotting this. - You can now use different manual thresholds for different lags: foruse in
np.mojo.multilag(), you can supply a vector, whilstformulsticale.np.mojo(), you can supply a list ofvectors. - Added package level documentation: see
?CptNonPar.
Changes in version 0.2.1
- Updated link to the paper in description to comply with CRANcheck.
Changes in version 0.2.0
- Added a new function
multiscale.np.mojo(), thisfunction performs multiscale, multi-lag nonparametric change pointdetection using a set of bandwidths (as opposed to a single bandwidth asinnp.mojo.mulilag()). - Updated parallelisation code in
np.mojo() to avoidunnecessary call tocloseAllConnections(), thanks to HenrikBengtsson for highlighting this. - Changed uses of itemize in .Rd files to comply with CRAN check.
Changes in version 0.1.1
- Updated description field in Description file.
- Updated examples in np.mojo, np.mojo.multilag, andmultilag.cpts.merge.
Changes in version 0.1.0
- Added a
NEWS.md file to track changes to thepackage.
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