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boundary.mefp

Boundary Function for Monitoring of Structural Changes


Description

Computes boundary for an object of class "mefp"

Usage

## S3 method for class 'mefp'
boundary(x, ...)

Arguments

x

an object of class "mefp".

...

currently not used.

Value

an object of class "ts" with the same time properties as the monitored process

See Also

Examples

df1 <- data.frame(y=rnorm(300))
df1[150:300,"y"] <- df1[150:300,"y"]+1
me1 <- mefp(y~1, data=df1[1:50,,drop=FALSE], type="ME", h=1,
              alpha=0.05)
me2 <- monitor(me1, data=df1)

plot(me2, boundary=FALSE)
lines(boundary(me2), col="green", lty="44")

strucchange

Testing, Monitoring, and Dating Structural Changes

v1.5-2
GPL-2 | GPL-3
Authors
Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Friedrich Leisch [aut], Kurt Hornik [aut], Christian Kleiber [aut], Bruce Hansen [ctb], Edgar C. Merkle [ctb]
Initial release
2019-10-12

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