File Exchange > DataAnalysis >    Change Point Analysis

Author:
OriginLab Technical Support
Date Added:
11/13/2018
Last Update:
4/23/2019
Downloads (90 Days):
109
Total Ratings:
0
File Size:
37 KB
Average Rating:
File Name:
cpa.opx
File Version:
1
Minimum Versions:
License:
Free
Summary:

Detect single and multiple change points within data.

Screen Shot and Video:
Description:

Purpose
This app can be used to detect single and multiple changes within a given time series or sequence.

Installation

  1. The app requires R software. Install R or upgrade it before installing the App (Minimum required version 3.4.1).
  2. Download the cpa.opx file, then drag-and-drop onto the Origin workspace.
  3. The App will start downloading dependent R packages automatically. Wait a few minutes until the download is completed.

        Note: If auto download fails, a pop-up dialog will ask you to copy 2 lines of commands from Results Log and run them in R to complete package download. 
                 If you reinstall or upgrade R after installing the app, it would not work properly. Please reinstall the app.

Operation

  1. Activate a worksheet with XY columns or a graph with XY data plots.
  2. Click the icon in the Apps Gallery window to open the dialog. Select a dataset as input. 
  3. 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).
  4. Click Preview to show change points.
  5. Click OK to output report sheet.

Updates:

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