`mosum.classes`¶

Module Contents¶

Classes¶

`mosum_obj`	mosum object
`multiscale_cpts`	multiscale_cpts object
`multiscale_cpts_lp`	multiscale_cpts object

class mosum.classes.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

plot(display=['data', 'mosum'][0], cpts_col='red', critical_value_col='blue', xlab='Time')¶: plot method - plots data or detector

summary()¶: summary method

print()¶: print method

confint(parm: str = 'cpts', level: float = 0.05, N_reps: int = 1000)¶

Generate bootstrap confidence intervals for change points

Parameters:

parm (Str) – unused
level (float) – numeric value in (0, 1), such that the 100(1-level)% confidence bootstrap intervals are computed
N_reps (int) – number of bootstrap replicates

Return type:

dictionary containing inputs, pointwise intervals and uniform intervals

class mosum.classes.multiscale_cpts(x, cpts, cpts_info, pooled_cpts, G, alpha, threshold, threshold_function, criterion, eta, do_confint, ci)¶

multiscale_cpts object

plot(display=['data', 'mosum'][0], cpts_col='red', critical_value_col='blue', xlab='Time')¶: plot method - plots data or detector

summary()¶: summary method

print()¶: print method