changepoint.influence

CRANchangepoint.influenceMaRDI QIDQ123129

Package to Calculate the Influence of the Data on a Changepoint Segmentation

Ines Wilms, Rebecca Killick

Last update: 20 February 2024

Software version identifier: 1.0.1, 1.0.2

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Description

Allows users to input their data, segmentation and function used for the segmentation (and additional arguments) and the package calculates the influence of the data on the changepoint locations, see Wilms et al. (2022) <doi:10.1080/10618600.2021.2000873>. Currently this can only be used with the changepoint package functions to identify changes, but we plan to extend this. There are options for different types of graphics to assess the influence.

Cites work

• Graphical Influence Diagnostics for Changepoint Models