Test for an epidemic period in data — epidemic

Test for a temporary change in the covariance operator of functional data using the FKWC (functional Kruskal–Wallis covariance changepoint) procedures outlined by Ramsay and Chenouri (2025).

Usage

epidemic_test(data, ranks = NULL, depth = c("RPD", "FM", "LTR", "FMd", "RPDd"))

Arguments

data: Data in matrix or data.frame form, where each row is an observation and each column is a dimension.
ranks: Optional if data is already ranked.
depth: Depth function of choice.

Value

A list consisting of:

$changepoints : Indices of the estimated start and end points for the epidemic period.
$pvalue : The p-value based on the null distribution.
$method : A string "Epidemic test (KWCChangepoint)"

Note

The options for the depth argument are as follows:

RPD: Random projection depth
FM: Frainman-Muniz depth
LTR: $L^2$-root depth, most suitable for detecting changes in the norm
FMd: Frainman-Muniz depth of the data and its first order derivative
RPDd: Random projection depth of the data and its first order derivative

The depth arguments that incorporate the first order derivative (which is approximated using fda.usc::fdata.deriv) result in a more robust detection of changes in the covariance structure (Ramsay and Chenouri, 2025).

References

Ramsay, K., & Chenouri, S. (2025). Robust changepoint detection in the variability of multivariate functional data. Journal of Nonparametric Statistics. https://doi.org/10.1080/10485252.2025.2503891

Examples

set.seed(11)
epi_test <- rbind(replicate(3,rnorm(200)),
                  replicate(3,rnorm(200,10)),
                  replicate(3,rnorm(200,0.2)))

epidemic_test(epi_test)
#> $changepoints
#> [1] 201 402
#> 
#> $p.value
#> [1] 0
#> 
#> $method
#> [1] "Epidemic test (KWCChangepoint)"
#>