EnvCpt clarification

[rkillick]

I was happy to see that EnvCpt is included in your comparison documentation, thanks for including it.

In a couple of places you write "I suspect EnvCpt uses cpt.np() in the background" for the change in mean parts. I wanted to clarify that it is using cpt.meanvar() from the changepoint package. You will see that the changepoint.np package is not a dependency and therefore it could not use this in the background.

This explains the differences you see between EnvCpt and the cpt.mean() function.

[lindeloev]

Thanks for noting this! I'll update the doc.

Do you know why EnvCpt and cpt.meanvar() do not find the same change points in the example?

[rkillick]

Line 23 from the envcpt() function is:

meancpt.fit=cpt.meanvar(data,method='PELT',minseglen=minseglen,...) # default MBIC penalty

thus it will give the same answer. The default minseglen argument for envcpt is 5 though whereas for cpt,meanvar it is 2 so this may be why there are differences.