:py:mod:`mosum.classes` ======================= .. py:module:: mosum.classes Module Contents --------------- Classes ~~~~~~~ .. autoapisummary:: mosum.classes.mosum_obj mosum.classes.multiscale_cpts mosum.classes.multiscale_cpts_lp .. py:class:: mosum_obj(x, G_left, G_right, var_est_method, var_custom, boundary_extension, stat, unscaledStatistic, var_estimation, threshold, alpha, threshold_custom, threshold_value, criterion, eta, epsilon, cpts, cpts_info, do_confint, ci) mosum object .. py:method:: plot(display=['data', 'mosum'][0], cpts_col='red', critical_value_col='blue', xlab='Time') plot method - plots data or detector .. py:method:: summary() summary method .. py:method:: print() print method .. py:method:: confint(parm: str = 'cpts', level: float = 0.05, N_reps: int = 1000) Generate bootstrap confidence intervals for change points :param parm: unused :type parm: Str :param level: numeric value in (0, 1), such that the `100(1-level)%` confidence bootstrap intervals are computed :type level: float :param N_reps: number of bootstrap replicates :type N_reps: int :rtype: dictionary containing inputs, pointwise intervals and uniform intervals .. py:class:: multiscale_cpts(x, cpts, cpts_info, pooled_cpts, G, alpha, threshold, threshold_function, criterion, eta, do_confint, ci) multiscale_cpts object .. py:method:: plot(display=['data', 'mosum'][0], cpts_col='red', critical_value_col='blue', xlab='Time') plot method - plots data or detector .. py:method:: summary() summary method .. py:method:: print() print method .. py:method:: confint(parm: str = 'cpts', level: float = 0.05, N_reps: int = 1000) Generate bootstrap confidence intervals for change points :param parm: unused :type parm: Str :param level: numeric value in (0, 1), such that the `100(1-level)%` confidence bootstrap intervals are computed :type level: float :param N_reps: number of bootstrap replicates :type N_reps: int :rtype: dictionary containing inputs, pointwise intervals and uniform intervals .. py:class:: multiscale_cpts_lp(x, cpts, cpts_info, pooled_cpts, G, alpha, threshold, threshold_function, criterion, eta, epsilon, sc, rule, penalty, pen_exp, do_confint, ci) Bases: :py:obj:`multiscale_cpts` multiscale_cpts object .. py:method:: plot(display=['data', 'significance'][0], shaded=['CI', 'bandwidth', 'none'][0], level=0.05, N_reps=1000, CI=['pw', 'unif'][0], xlab='Time') plot method - plots data or p-values, shaded according to confidence intervals or detection bandwidth