Purpose
This app can be used to detect single and multiple changes within a given time series or sequence.
Installation
The app requires R software (recommended version 4.4.1) and package (changepoint).
- Open the download page for R version 4.4.1
- Download the file named R-4.4.1-win.exe and install it
- Once you have successfully installed R, you can then install the App
- The App will download and install required R packages when you run it the first time.
Note that if you installed the App prior to instalilng R, the App icon will show in the Apps bar.
Simply click on that icon to continue after you have installed R.
Note: If downloading packages fails, a pop-up dialog will ask you to copy 2 lines of commands from Results Log and run them in R to complete downloading packages.
Related FAQ: FAQ-1214 What can I do when Origin has trouble launching R?
Operation
- Activate a worksheet with XY columns or a graph with XY data plots.
- Click the icon in the Apps Gallery window to open the dialog. Select a dataset as input.
- Change settings under the Options node:
- Identify Changes In: Identify changes in mean, variance or both.
- Method: Algorithm used to detect change points. If Binary Segmentation or Segment Neighborhood is selected, you should also specify maximum number of change points.
- Assumed Test Statistic: The assumed test statistic / distribution of the data.
- Penalty: Value used to ascertain what are important changes and what are not.
- Penalty Value: Type I error for Asymptotic, number to be evaluated for manual penalties.
- Minimum Segment Length: Minimum number of data points between changes (default is 1).
- Click Preview to show change points.
- Click OK to output report sheet.