Package {crops}

Generic implementation of the crops algorithm (ref goes here).

Description

Provides a generic implementation of the crops (changepoints for a range of penalties) algorithm of Haynes et al. (2014) which efficiently searches a range of penalty values in multiple changepoint problems. The crops algorithm finds the optimal segmentations for a different number of segments without incurring as large a computational cost as solving the constrained optimisation problem for a range of values for the number of changepoints. To make the method generic, the user must provide a function that maps a penalty value to the results obtained by a penalised cost changepoint method, and formats these results in a specific way. This interface to the generic method is similar to that as used by the optimx package.

Usage

crops(method, beta_min, beta_max, ...)

Arguments

Value

An instance of an S4 class of type crops.class.

References

Haynes K, Eckley IA, Fearnhead P (2017). “Computationally Efficient Changepoint Detection for a Range of Penalties.” Journal of Computational and Graphical Statistics, 26(1), 134-143. doi:10.1080/10618600.2015.1116445.

Nash JC, Varadhan R (2011). “Unifying Optimization Algorithms to Aid Software System Users: optimx for R.” Journal of Statistical Software, 43(9), 1–14. https://www.jstatsoft.org/v43/i09/.

Nash JC (2014). “On Best Practice Optimization Methods in R.” Journal of Statistical Software, 60(2), 1–14. https://www.jstatsoft.org/v60/i02/.

Nash JC (2021). optimx: Expanded Replacement and Extension of the 'optim' Function. R package version 2021-6.12.

Maidstone R, Hocking T, Rigaill G, Fearnhead P (2017). “On optimal multiple changepoint algorithms for large data.” Statistics and Computing, 27. https://link.springer.com/article/10.1007/s11222-016-9636-3.

Rigaill G (2019). fpop: Segmentation using Optimal Partitioning and Function Pruning. R package version 2019.08.26.

Examples

library(crops)

# create a segmentation function for demonstration
toy_segmentation_function <- function(beta)
{
   x <- c(0.0,1.0,1.4,1.5,1.9)
   C <- c(2.5,4.0,4.4,5.6,9.5)
   n <- c(10,8,8,7,6)
   i <- findInterval(beta,x)
   return(as.list(c(C[i],n[i])))
}

# plot the segmentation function
beta <- seq(0.0,3.0,0.01)
values <- Map(toy_segmentation_function,beta)
C <- as.numeric(Map(function(.) (.)[[1]],values))
n <- as.numeric(Map(function(.) (.)[[2]],values))
plot(beta,n,type="l",col="red",ylim=c(2.0,10))
lines(beta,C,type="l",col="green")
legend("bottomright",
       legend = c("Unpenalized Cost", "Number of Changepoints"),
       col = c("green", "red"),
       pch = c(19, 17),
       lty = c(1, 1))

# analyse with crops
results <- crops(toy_segmentation_function,0.0,3.0)

# x summarise results
Map(results@method,as.list(results@betas))

crops.class

Description

Constructs a crops.class S4 class instance

Usage

crops.class(method, betas)

Arguments

Details

Constructor for the crops.class S4 class

Value

An instance of an S4 class of type crops.class

crops.class

Description

An S4 class to encapsulate results produced by running a crops analysis

Slots

method

A memoised version of the segmentation function provided by the user

betas

A set containing the beta values for which the sementation method was called during the crops analysis. These can be used in conjuction with method to efficiently recall the individual changepoint analysis results produced during the crops analysis