Update fastcpd.var example

doccstat · Mar 19, 2024 · 4d8908f · 4d8908f
1 parent b316126
commit 4d8908f
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Showing 4 changed files with 11 additions and 2 deletions.
diff --git a/R/check.R b/R/check.R
@@ -208,6 +208,14 @@ get_beta <- function(beta, p, n, fastcpd_family, sigma_) {
   }
 }
 
+get_convexity_coef <- function(convexity_coef, fastcpd_family) {
+  if (fastcpd_family == "mgaussian") {
+    -Inf
+  } else {
+    convexity_coef
+  }
+}
+
 get_p_response <- function(family, y, data) {
   if (family %in% c(
     "mean", "variance", "meanvariance", "mv", "ma", "arma", "arima", "garch"

diff --git a/R/fastcpd.R b/R/fastcpd.R
@@ -325,6 +325,7 @@ fastcpd <- function(  # nolint: cyclomatic complexity
   vanilla_percentage <-
     get_vanilla_percentage(vanilla_percentage, cost, fastcpd_family)
   beta <- get_beta(beta, p, nrow(data_), fastcpd_family, sigma_)
+  convexity_coef <- get_convexity_coef(convexity_coef, fastcpd_family)
 
   result <- fastcpd_impl(
     data_, beta, convexity_coef, cost_adjustment, segment_count, trim,

diff --git a/man/fastcpd_var.Rd b/man/fastcpd_var.Rd
diff --git a/tests/testthat/examples/fastcpd_var.R b/tests/testthat/examples/fastcpd_var.R
@@ -10,5 +10,5 @@ for (i in 1:200) {
 for (i in 201:n) {
   x[i + 2, ] <- theta_2 %*% c(x[i + 1, ], x[i, ]) + rnorm(p, 0, 1)
 }
-result <- fastcpd.var(x, 2, convexity_coef = -Inf)
+result <- fastcpd.var(x, 2)
 summary(result)