Plot changepoint data and susie fit using ggplot2

Plots original data, y, overlaid with line showing susie fitted value and shaded rectangles showing credible sets for changepoint locations.

susie_plot_changepoint(
  s,
  y,
  line_col = "blue",
  line_size = 1.5,
  cs_col = "red"
)

Arguments

s

A susie fit generated by susie_trendfilter(y,order = 0).

y

An n-vector of observations that are ordered in time or space (assumed equally-spaced).

line_col

Color for the line showing fitted values.

line_size

Size of the lines showing fitted values

cs_col

Color of the shaded rectangles showing credible sets.

Value

A ggplot2 plot object.

Examples

set.seed(1)
mu = c(rep(0,50),rep(1,50),rep(3,50),rep(-2,50),rep(0,300))
y = mu + rnorm(500)
# Here we use a less sensitive tolerance so that the example takes
# less time; in practice you will likely want to use a more stringent
# setting such as tol = 0.001.
s = susie_trendfilter(y,tol = 0.1)

# Produces ggplot with credible sets for changepoints.
susie_plot_changepoint(s,y)