Rebecca Killick
Rebecca Killick
Motivation: I want to fit an arfima model with regressors. In `arfima.R` you are allowed to enter additional parameters that are carried forward to `auto.arima`. This is carried forward to...
Add functionality to CROPS that allows someone to use "Inf" as an upper limit so that c(0,Inf) can be specified such that the whole range of segmentations is calculated. Another...
Currently the data is extracted from the time series object and the extra information e.g. Years the observations were taken, is deleted. This should be kept, especially for plotting purposes....
The residual method would calculate the residuals for an output, with option for ncpts for CROPS.
I understand why the authors choose to support broom models but broom only covers S3 models. Changepoint models are widely used in a range of fields and practitioners often struggle...
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...
Being able to calculate the residuals quicking is important, especially for model assumption checking and diagnostics. This enhancement will add this functionality to the class. Requested here: https://github.com/rkillick/EnvCpt/issues/14