[R] fine tune changepoint

Luigi Marongiu marongiu.luigi at gmail.com
Wed Feb 8 10:27:33 CET 2017

Dear all,
I am using the package changepoint to identify a cut-off between positive
and negative values for an assay. I followed the vignette of the package
and the results are replicated, so I tried with a dataset of my choice. In
the assay, the positive have a value above 0.8 and the negative below 0.6,
so i did:


my.data <- c(rnorm(100, 0.8, 0.1), rnorm(100, 0.6, 0.1))


cp <- cpt.mean(my.data, method='PELT')


plot(cp, type='l', cpt.col='blue', xlab="Index", cpt.width=4)

It is visible that the data is clearly separated in two clusters, but the
algorithm did not find any change point. I tried also the other methods of
the function but no change point was found.

How can I fine tune the analysis to identify a change point to use as
cut-off? such fine-tuning should also be generic because should be applied
to any dataset.

thank you


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