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Last data update: 2014.03.03

R: Serial Data Scanner

SDScan

R Documentation

Serial Data Scanner

Description

This is the workhorse function of the ACA. It detects significant change-points in serial data.

Usage

SDScan(namefi = NULL, xleg = NULL, yleg = NULL, titl = NULL, onecol = NULL, daty = NULL)

Arguments

`namefi`	a character string specifying the data file to be loaded
`xleg`	character. The x-label of the plot
`yleg`	character. The y-label of the plot
`titl`	character. The title of the plot
`onecol`	character. Option for the data format. If `onecol` is "y", it is assumed that the input file is a single column file (varying parameter) else the input file is a 2 column file (independent variable, varying parameter)
`daty`	character. Option for the data processing. If `daty` is "y", the scan of the series is launched with the gradients (rates of change) of the data else it is launched with the data itself

Details

if one of the arguments above is NULL, then the user will be prompted to enter the missing value. SDScan() produces two files: the SDS.res file includes the statistics for each detected breakpoint; the SDS.png file is the plot of the series where the detected breakpoints are shown. In the SDS.res file, there is a line for each breakpoint: it includes the x and y values for the breakpoint, its index in the series, the noise variance due to the discontinuity, the noise variance due to the trend, the noise variance due to the discontinuity (posterior value), the noise variance due to the trend (posterior value), the change-point Signal-to-Noise Ratio (posterior value), the biweight mean of the left segment, the biweight mean of the right segment. Values are separated by the ”&” symbol

Author(s)

Daniel Amorese <amorese@ipgp.fr>

Maintainer: Daniel Amorese <amorese@ipgp.fr>

References

D. Amorese, "Applying a change-point detection method on frequency-magnitude distributions", Bull. seism. Soc. Am. (2007) 97, doi:10.1785/0120060181

Lanzante, J. R., "Resistant, robust and non-parametric techniques for the analysis of climate data: Theory and examples, including applications to historical radiosonde station data", International Journal of Climatology (1996) 16(11), 1197-1226

Examples

    SDScan(namefi=system.file("extdata","soccer.data.txt",package="ACA"),
    xleg="Time", yleg="Goals per game", titl="Goals in England: 1888-2014", onecol="n", daty="n")

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ACA)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/ACA/SDScan.Rd_%03d_medium.png", width=480, height=480)
> ### Name: SDScan
> ### Title: Serial Data Scanner
> ### Aliases: SDScan
> ### Keywords: htest, robust, nonparametric, ts
> 
> ### ** Examples
> 
>     SDScan(namefi=system.file("extdata","soccer.data.txt",package="ACA"),
+     xleg="Time", yleg="Goals per game", titl="Goals in England: 1888-2014", onecol="n", daty="n")

*************************************************************************************

Serial Data Scanner V1.5 

R function for change-point detection through the Lanzante's method (Lanzante,1996)

J. R. Lanzante, (1996). Resistant, robust and non-parametric techniques for the
analysis of climate data : theory and examples, including applications to
historical radiosonde station data, International Journal of Climatology,
vol. 16, 1197-1226.

Other reference : D. Amorese, (2007). Applying a change-point detection method
on frequency-magnitude distributions, Bulletin of the Seismological Society of
America, 97(5):1742-1749

*************************************************************************************

Change-point detection is being performed

ITERATION # 1 


n1= 70 W= 5581.5 

 niter= 1n= 117 n2= 47 Critical W= 4130 
sw= 179.8657 sw_t= 179.8633 W= 5581.5 Wx= 1392 
p-value = 7.19073e-16 ntau_i = 70 
	Test Passed

nxbar= 44.22857 nybar= 4.106383 sdnx= 4780.343 sdny= 496.4681 zstat= 19.64641 p= 6.205218e-86 
	Robust Rank Order Test Passed

MEDPAIRWISE : 97 points ->  4656 2-points slopes

	slope= -0.006538906 intercept= 15.69604 

snr -> xl= 3.23534 n= 50 nl= 20 xr= 2.619704 n= 47 nr= 117 x= 2.937042 sd= 0.09564707 sn= 0.07061163 snr= 0.07061163 

MEDPAIRWISE : 97 points ->  4656 2-points slopes

	slope= -0.006538906 intercept= 15.69604 

b= -0.006538906 A= 15.69604 

snr -> xl= 3.23534 n= 50 nl= 20 xr= 2.619704 n= 47 nr= 117 x= 2.937042 sd= 0.09564707 sn= 0.1387135 snr= 0.1387135 

Disc. Noise Var.= 0.07061163 Trend Noise Var= 0.1387135 

 70 <->  1  117
Gap between change-points
CHANGE-POINT DETECTED

ADJUSTMENT # 1
ITERATION # 1 


n1= 33 W= 1389 

 niter= 1n= 117 n2= 84 Critical W= 1947 
sw= 165.1 sw_t= 165.0981 W= 1389 Wx= 1389 
p-value = 0.000733397 ntau_i = 33 
	Test Passed

nxbar= 25.09091 nybar= 23.14286 sdnx= 34766.73 sdny= 1776.286 zstat= -2.896067 p= 0.003778714 
	Robust Rank Order Test Passed

MEDPAIRWISE : 70 points ->  2415 2-points slopes

	slope= -0.0003148022 intercept= 3.853703 

snr -> xl= 3.022943 n= 33 nl= 1 xr= 3.372143 n= 37 nr= 70 x= 3.20752 sd= 0.03082587 sn= 0.1396428 snr= 0.1396428 

MEDPAIRWISE : 70 points ->  2415 2-points slopes

	slope= -0.0003148022 intercept= 3.853703 

b= -0.0003148022 A= 3.853703 

snr -> xl= 3.022943 n= 33 nl= 1 xr= 3.372143 n= 37 nr= 70 x= 3.20752 sd= 0.03082587 sn= 0.2137295 snr= 0.2137295 

Disc. Noise Var.= 0.1396428 Trend Noise Var= 0.2137295 

 33 <->  1  117  70
Gap between change-points
CHANGE-POINT DETECTED

ADJUSTMENT # 2
ITERATION # 1 


n1= 9 W= 983 

 niter= 1n= 117 n2= 108 Critical W= 531 
sw= 97.76502 sw_t= 97.76209 W= 983 Wx= 983 
p-value = 3.867952e-06 ntau_i = 9 
	Test Passed

nxbar= 104.2222 nybar= 0.3148148 sdnx= 691.5556 sdny= 35.2963 zstat= 16.3994 p= 1.931221e-60 
	Robust Rank Order Test Passed

MEDPAIRWISE : 33 points ->  528 2-points slopes

	slope= -0.037753 intercept= 75.15114 

snr -> xl= 3.967118 n= 9 nl= 1 xr= 2.890656 n= 24 nr= 33 x= 3.184237 sd= 0.2370212 sn= 0.07667512 snr= 0.07667512 

MEDPAIRWISE : 33 points ->  528 2-points slopes

	slope= -0.037753 intercept= 75.15114 

b= -0.037753 A= 75.15114 

snr -> xl= 3.967118 n= 9 nl= 1 xr= 2.890656 n= 24 nr= 33 x= 3.184237 sd= 0.2370212 sn= 0.1460344 snr= 0.1460344 

Disc. Noise Var.= 0.07667512 Trend Noise Var= 0.1460344 

 9 <->  1  117  70  33
Gap between change-points
CHANGE-POINT DETECTED

ADJUSTMENT # 3
ITERATION # 1 


n1= 44 W= 3057 

 niter= 1n= 117 n2= 73 Critical W= 2596 
sw= 177.7208 sw_t= 177.7154 W= 3057 Wx= 3057 
p-value = 0.009563597 ntau_i = 44 
	Test Passed

nxbar= 46.93182 nybar= 15.65753 sdnx= 28426.8 sdny= 5222.438 zstat= 2.486121 p= 0.0129144 
	Robust Rank Order Test Passed

MEDPAIRWISE : 37 points ->  666 2-points slopes

	slope= -0.00890429 intercept= 20.76369 

snr -> xl= 3.658781 n= 11 nl= 33 xr= 3.25975 n= 26 nr= 70 x= 3.378381 sd= 0.03418811 sn= 0.0711182 snr= 0.0711182 

MEDPAIRWISE : 37 points ->  666 2-points slopes

	slope= -0.00890429 intercept= 20.76369 

b= -0.00890429 A= 20.76369 

snr -> xl= 3.658781 n= 11 nl= 33 xr= 3.25975 n= 26 nr= 70 x= 3.378381 sd= 0.03418811 sn= 0.08692649 snr= 0.08692649 

Disc. Noise Var.= 0.0711182 Trend Noise Var= 0.08692649 

 44 <->  1  117  70  33  9
Gap between change-points
CHANGE-POINT DETECTED

ADJUSTMENT # 4
ITERATION # 1 


n1= 27 W= 1912.5 

 niter= 1n= 117 n2= 90 Critical W= 1593 
sw= 154.5801 sw_t= 154.5757 W= 1912.5 Wx= 1912.5 
p-value = 0.0390449 ntau_i = 27 
	Test Passed

nxbar= 56.77778 nybar= 9.933333 sdnx= 23028.67 sdny= 3343.6 zstat= 1.946714 p= 0.051569 

MEDPAIRWISE : 24 points ->  276 2-points slopes

	slope= -0.008929573 intercept= 19.93138 

snr -> xl= 2.96462 n= 18 nl= 9 xr= 2.667487 n= 6 nr= 33 x= 2.890337 sd= 0.01727371 sn= 0.02613829 snr= 0.02613829 

MEDPAIRWISE : 24 points ->  276 2-points slopes

	slope= -0.008929573 intercept= 19.93138 

b= -0.008929573 A= 19.93138 

snr -> xl= 2.96462 n= 18 nl= 9 xr= 2.667487 n= 6 nr= 33 x= 2.890337 sd= 0.01727371 sn= 0.03445906 snr= 0.03445906 

Disc. Noise Var.= 0.02613829 Trend Noise Var= 0.03445906 

 27 <->  1  117  70  33  9  44
Gap between change-points
CHANGE-POINT DETECTED

ADJUSTMENT # 5
ITERATION # 1 


n1= 55 W= 2955 

 niter= 1n= 117 n2= 62 Critical W= 3245 
sw= 183.1165 sw_t= 183.1114 W= 2955 Wx= 2955 
p-value = 0.1138769 ntau_i = 55 

ITERATION # 2 


n1= 54 W= 2904 

 niter= 2n= 117 n2= 63 Critical W= 3186 
sw= 182.9016 sw_t= 182.8965 W= 2904 Wx= 2904 
p-value = 0.1237745 ntau_i = 54 

ITERATION # 3 


n1= 53 W= 2863 

 niter= 3n= 117 n2= 64 Critical W= 3127 
sw= 182.6326 sw_t= 182.6275 W= 2863 Wx= 2863 
p-value = 0.149069 ntau_i = 53 

ITERATION # 4 


n1= 56 W= 3063 

 niter= 4n= 117 n2= 61 Critical W= 3304 
sw= 183.2776 sw_t= 183.2724 W= 3063 Wx= 3063 
p-value = 0.1894344 ntau_i = 56 

ITERATION # 5 


n1= 52 W= 2849 

 niter= 5n= 117 n2= 65 Critical W= 3068 
sw= 182.3093 sw_t= 182.3041 W= 2849 Wx= 2849 
p-value = 0.2307043 ntau_i = 52 

NUMBER OF ITERATIONS : 5
MEDPAIRWISE : 73 points ->  2628 2-points slopes

	slope= -0.007690945 intercept= 17.99242 

snr -> xl= 3.25975 n= 26 nl= 44 xr= 2.619704 n= 47 nr= 117 x= 2.847666 sd= 0.09524398 sn= 0.02805443 snr= 0.02805443 

MEDPAIRWISE : 73 points ->  2628 2-points slopes

	slope= -0.007690945 intercept= 17.99242 

b= -0.007690945 A= 17.99242 

snr -> xl= 3.25975 n= 26 nl= 44 xr= 2.619704 n= 47 nr= 117 x= 2.847666 sd= 0.09524398 sn= 0.0828115 snr= 0.0828115 

MEDPAIRWISE : 73 points ->  2628 2-points slopes

	slope= -0.007690945 intercept= 17.99242 

snr -> xl= 3.25975 n= 26 nl= 44 xr= 2.619704 n= 47 nr= 117 x= 2.847666 sd= 0.09524398 sn= 0.02805443 snr= 3.394971 

MEDPAIRWISE : 17 points ->  136 2-points slopes

	slope= 0.0520313 intercept= -96.96495 

snr -> xl= 2.667487 n= 6 nl= 27 xr= 3.658781 n= 11 nr= 44 x= 3.308913 sd= 0.2384404 sn= 0.02969497 snr= 0.02969497 

MEDPAIRWISE : 17 points ->  136 2-points slopes

	slope= 0.0520313 intercept= -96.96495 

b= 0.0520313 A= -96.96495 

snr -> xl= 2.667487 n= 6 nl= 27 xr= 3.658781 n= 11 nr= 44 x= 3.308913 sd= 0.2384404 sn= 0.1588658 snr= 0.1588658 

MEDPAIRWISE : 17 points ->  136 2-points slopes

	slope= 0.0520313 intercept= -96.96495 

snr -> xl= 2.667487 n= 6 nl= 27 xr= 3.658781 n= 11 nr= 44 x= 3.308913 sd= 0.2384404 sn= 0.02969497 snr= 8.029655 

MEDPAIRWISE : 27 points ->  351 2-points slopes

	slope= -0.04884868 intercept= 96.24918 

snr -> xl= 3.967118 n= 9 nl= 1 xr= 2.96462 n= 18 nr= 27 x= 3.298786 sd= 0.2319237 sn= 0.06710097 snr= 0.06710097 

MEDPAIRWISE : 27 points ->  351 2-points slopes

	slope= -0.04884868 intercept= 96.24918 

b= -0.04884868 A= 96.24918 

snr -> xl= 3.967118 n= 9 nl= 1 xr= 2.96462 n= 18 nr= 27 x= 3.298786 sd= 0.2319237 sn= 0.1671598 snr= 0.1671598 

MEDPAIRWISE : 27 points ->  351 2-points slopes

	slope= -0.04884868 intercept= 96.24918 

snr -> xl= 3.967118 n= 9 nl= 1 xr= 2.96462 n= 18 nr= 27 x= 3.298786 sd= 0.2319237 sn= 0.06710097 snr= 3.456338 

MEDPAIRWISE : 37 points ->  666 2-points slopes

	slope= -0.00890429 intercept= 20.76369 

snr -> xl= 3.658781 n= 11 nl= 33 xr= 3.25975 n= 26 nr= 70 x= 3.378381 sd= 0.03418811 sn= 0.0711182 snr= 0.0711182 

MEDPAIRWISE : 37 points ->  666 2-points slopes

	slope= -0.00890429 intercept= 20.76369 

b= -0.00890429 A= 20.76369 

snr -> xl= 3.658781 n= 11 nl= 33 xr= 3.25975 n= 26 nr= 70 x= 3.378381 sd= 0.03418811 sn= 0.08692649 snr= 0.08692649 

MEDPAIRWISE : 37 points ->  666 2-points slopes

	slope= -0.00890429 intercept= 20.76369 

snr -> xl= 3.658781 n= 11 nl= 33 xr= 3.25975 n= 26 nr= 70 x= 3.378381 sd= 0.03418811 sn= 0.0711182 snr= 0.4807224 

MEDPAIRWISE : 24 points ->  276 2-points slopes

	slope= -0.008929573 intercept= 19.93138 

snr -> xl= 2.96462 n= 18 nl= 9 xr= 2.667487 n= 6 nr= 33 x= 2.890337 sd= 0.01727371 sn= 0.02613829 snr= 0.02613829 

MEDPAIRWISE : 24 points ->  276 2-points slopes

	slope= -0.008929573 intercept= 19.93138 

b= -0.008929573 A= 19.93138 

snr -> xl= 2.96462 n= 18 nl= 9 xr= 2.667487 n= 6 nr= 33 x= 2.890337 sd= 0.01727371 sn= 0.03445906 snr= 0.03445906 

MEDPAIRWISE : 24 points ->  276 2-points slopes

	slope= -0.008929573 intercept= 19.93138 

snr -> xl= 2.96462 n= 18 nl= 9 xr= 2.667487 n= 6 nr= 33 x= 2.890337 sd= 0.01727371 sn= 0.02613829 snr= 0.6608583 

Numerical results in SDS.res


PLEASE, locate with the mouse the topright corner of the legend in the plot window

topleft
Graphics in SDS.png


Graphics in SDS.pdf

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> dev.off()
null device 
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