An S4 class to store the output created with fastcpd()

This S4 class stores the output from fastcpd() and fastcpd.family. A fastcpd object consist of several slots including the call to fastcpd(), the data used, the family of the model, the change points, the cost values, the residuals, the estimated parameters and a boolean indicating whether the model was fitted with only change points or with change points and parameters, which you can select using @.

Slots

call

The call of the function.

data

The data passed to the function.

order

The order of the time series model.

family

The family of the model.

cp_set

The set of change points.

cost_values

The cost function values for each segment.

residuals

The residuals of the model with change points. Used only for built-in families.

thetas

The estimated parameters for each segment. Used only for built-in families.

cp_only

A boolean indicating whether fastcpd() was run to return only the change points or the change points with the estimated parameters and cost values for each segment.