schapt(sac)
schapt()所属R语言包：sac
Semiparametric Analysis of Changepoint
半参数分析的Changepoint
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Semiparametric empirical likelihood ratio based test of changepoint with one-change or epidemic alternatives with data-based model diagnostic
半参数的经验似然比为基础的测试变化或流行的替代品，以数据为基础的模型诊断的变点
用法----------Usage----------
schapt(x, n.boots = 0, replace = FALSE, alternative = c("one.change",
"epidemic"), conf.level = 0.95, adj.Wn = FALSE, model.test = FALSE,
n.model.boots = 0, tol=1.0e-7, maxit=50,trace=FALSE,... )
参数----------Arguments----------
参数：x
a numeric vector or matrix containing the data, one row per observation;
包含的数据，每一个行观察的一个数值向量或矩阵;
参数：n.boots
number of bootstrap samples for bootstrap test of the change-point, if n.boots =0 , do not perform bootstrap test;
bootstrap样本的变化点，引导测试，如果n.boots =0 ，不进行引导测试的数量;
参数：replace
a logical indicating whether bootstrap samples for bootstrap test of the change-point are selected with or without replacement, if replace= FALSE (default), corresponds to permutation test, otherwise, bootstrap test;
一个逻辑bootstrap样本是否选择带或不带更换的变化点，引导测试，如果replace = FALSE（默认值），对应于置换检验，否则，引导测试;
参数：alternative
a character string specifying the alternative hypothesis, must be one of "one-change" (default) or "epidemic". You can specify just the initial letter. Epidemic alternative is also called square wave alternative in the literature.
一个字符串，指定其他假设，必须是之一"one-change"（默认）或"epidemic"。您可以只指定的首字母。流行另一种方法是在文献中也称为方波替代。
参数：conf.level
confidence level.
置信水平。
参数：adj.Wn
logical indicating if Wn should be adjusted or not for "epidemic" alternative.
逻辑表明，如果Wn应调整或不"epidemic"替代。
参数：model.test
a logical indicating whether the test of model validity is performed.
一个逻辑指示是否进行测试模型的有效性。
参数：n.model.boots
number of bootstrap samples for model test, if either n.model.boots = 0 or model.test=FALSE, then model test will not be performed.
的bootstrap样本，模型试验，如果是n.model.boots= 0或model.test= FALSE，则模型试验不会被执行。
参数：tol
the desired accuracy (convergence tolerance), an argument of glm.control.
所需的精度（收敛公差）的参数glm.control。
参数：maxit
the maximum number of iterations, an argument of glm.control.
最大的迭代次数的参数glm.control。
参数：trace
logical indicating if output should be produced for each iteration, an argument of glm.control.
逻辑表明，如果输出应为每次迭代中，一个参数的glm.control。
参数：...
other future arguments
未来其他参数
Details
详细信息----------Details----------
Model: log{g(x)/f(x)}=exp{alpha+beta'T(x)}, where f(x) and g(x) are the density (frequency) functions of the two hypothesized populations, and T(x) can be chosen as T(x)=x or T(x)=(x,x^2). The procedure will fail when there is separation in the data in the sense of Albert \& Anderson(1984, Biometrika) and Santner \& Duffy (1986, Biometrika). In this case, the change-point(s) may be detected easily using nonparametric method based on cumsum. Currently, this function does not check whether the data is separated.
型号：log{g(x)/f(x)}=exp{alpha+beta'T(x)}，其中f(x)和g(x)是两个假设人口密度（频率）功能，和T(x)可以选择T(x)=x或 T(x)=(x,x^2)。伟业在这个意义上的数据时有分离的过程将失败\＆安德森（1984年，生物统计），Santner \＆达菲（1986年，生物统计）。在这种情况下，变化点（s）可以被容易地检测到基于cumsum使用非参数方法。目前，这个函数不检查数据是否被分离。
值----------Value----------
<table summary="R valueblock"> <tr valign="top"><td>data.name </td> <td> dataset name</td></tr> <tr valign="top"><td>parameter </td> <td> sample size n and degree(s) of freedom of the df of Sn for "one-change" alternative</td></tr> <tr valign="top"><td>alternative </td> <td> the alternative hypothesis</td></tr> <tr valign="top"><td>statistic </td> <td> a list contains Sn for "one-change" alternative, Vn and Wn for "epidemic" alternative; also contains Delta if model test is performed </td></tr> <tr valign="top"><td>estimate </td> <td> a list contains change-point(s) and alpha and beta</td></tr> <tr valign="top"><td>p.value</td> <td> a list contains p-value(s), p(Sn), of Sn for "one-change" alternative, p(Vn) and p(Wn), of Vn and Wn, repectively, for "epidemic" alternative; also p.boots(model) of Delta if model test is performed, if bootstrap test(s) of the change-point(s) are performed, the it also containts the corresponding p-values, p.boots(Sn), p.boots(Vn) and p.boots(Wn) accordingly.</td></tr> </table>
<table summary="R valueblock"> <tr valign="top"> <TD> data.name </ TD> <TD>数据集名称</ TD> </ TR> <tr valign="top"> <TD> parameter </ TD> <TD>样本量n和程度（S）自由的df的Sn"one-change"其他的< / TD> </ TR> <tr valign="top"> <TD> alternative </ TD> <TD>替代假说</ TD> </ TR> <tr valign="top"> < statistic TD> </ TD> <td>一个列表包含Sn"one-change"替代，Vn和Wn"epidemic"替代;也包含Delta，如果模型试验</ TD> </ TR> <tr valign="top"> <TD>estimate </ TD> <td>一个列表中包含的变化点（S ）和alpha和beta </ TD> </ TR> <tr valign="top"> <TD>p.value</ TD> <td>一个列表包含<X >值（S），p，p(Sn)Sn替代，"one-change"和p(Vn)，p(Wn)和<X >，捣破五个，Vn选择;Wn"epidemic"，如果进行模型试验，如果进行引导测试（S）的变化点（S），它也containts相应的p.boots(model)值Delta，p和p.boots(Sn)。</ TD> </ TR> </ TABLE>
注意----------Note----------
Statistic Wn need be adjusted only for one dimensional observations and if no bootstrap test is conducted. If returned p-value is 0, this means that the p-value is less than 1.0e-7. There is an R package, called "strucchange", for testing structural change in linear regression models (see sctest).
统计Wn需要进行调整仅适用于一维的观察，如果没有引导进行测试。如果返回p-值是0，这意味着p-值是小于1.0E-7。有一个R程序包，称为"strucchange"，测试结构变化的线性回归模型（见sctest“）。
（作者）----------Author(s)----------
Zhong Guan <a href="mailto:zguan@iusb.edu">zguan@iusb.edu</a>
参考文献----------References----------
Guan, Z. (2001). Some Results About Empirical Likelihood Method, Ph.D. Thesis, The University of Toledo.
Guan, Z.(2004) A semiparametric change-point model, Biometrika, 91, 4, 849–862.
Guan, Z. Semiparametric Tests for Change-points with Epidemic Alternatives.
参见----------See Also----------
Graf.Diagnostic, Plot.ll
Graf.Diagnostic，Plot.ll
实例----------Examples----------
require(sac) #load the package[加载包]
# one-change alternative[变化的替代]
## Nile data with one change-point: the annual flows drop in 1898.[＃尼罗河的一个变化点：每年流量下降，1898年的数据。]
## It is believed to be caused by the building of the first Aswan dam.[＃这被认为是第一阿斯旺大坝的建设所造成的。]
if(! "package:sac" %in% search()) library(sac)
#if package sac has not been loaded, load it.[如果包囊尚未加载，加载它。]
if(! "package:stats" %in% search()) library(stats)
data(Nile)
plot(Nile, type="p")
schapt(Nile, alternative = "one.change")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。
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发表于 2012-9-29 21:23:54
