## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(ChangePointTaylor) library(dplyr) library(ggplot2) ## ----paged.print=TRUE--------------------------------------------------------- US_Trade_Deficit ## ----fig.height=4, fig.width=7------------------------------------------------ trade_deficit_plot <- US_Trade_Deficit %>% mutate(date = as.Date(paste(date, "1"), format = "%b '%y %d")) %>% ggplot(aes(x = date, y = deficit_billions, group = 1)) + geom_line() + geom_point() + theme_bw() + scale_x_date(date_breaks = "1 month", date_labels = "%b '%y") + theme( axis.text.x = element_text(angle = 45, vjust = 1, hjust =1), axis.title.x = element_blank() ) + ggtitle("US Trade Deficit: 1987-1988") trade_deficit_plot ## ----------------------------------------------------------------------------- change_point_analyzer(US_Trade_Deficit$deficit_billions) ## ----------------------------------------------------------------------------- change_points <- change_point_analyzer(US_Trade_Deficit$deficit_billions, label = US_Trade_Deficit$date) change_points ## ----fig.height=4, fig.width=7------------------------------------------------ trade_deficit_plot + geom_vline(xintercept = as.Date(paste(change_points$label, "1"), format = "%b '%y %d"), color = "steelblue", linetype = "dashed", size = 1.3) ## ----message=FALSE, warning=FALSE--------------------------------------------- bench::mark( change_point_analyzer(US_Trade_Deficit$deficit_billions, label = US_Trade_Deficit$date, n_bootstraps = 1000) ,change_point_analyzer(US_Trade_Deficit$deficit_billions, label = US_Trade_Deficit$date, n_bootstraps = 10000) ,check = F ,min_iterations = 2 ,max_iterations = 5 ) %>% mutate(expression = c("1000 Bootstraps", "10000 Bootstraps")) %>% select(expression:mem_alloc) ## ----------------------------------------------------------------------------- change_point_analyzer(US_Trade_Deficit$deficit_billions, label = US_Trade_Deficit$date, min_candidate_conf = 0.66, min_tbl_conf = 0.95)