Analyzes whether consumption data shows systematic trends or unsystematic patterns ("bounces") with respect to price. Includes detection of zero-value reversal/return sequences and allows flexible output based on the level of detail requested. See Rzeszutek et al. (in press) for more details.
Usage
check_unsystematic_cp(
data,
delta_threshold = 0.025,
bounce_down_threshold = 0.1,
bounce_up_threshold = 0.1,
bounce_none_threshold = 0.1,
rev_zeroes = 2,
ret_nums = 2,
expected_down = FALSE,
verbose = FALSE,
detailed = FALSE
)Arguments
- data
A data frame with columns 'x' and 'y', where 'x' is price and 'y' is consumption.
- delta_threshold
Numeric. Threshold for detecting log-scale trends (default 0.025).
- bounce_down_threshold
Numeric. Minimum downward bounce proportion to count as significant in upward trends.
- bounce_up_threshold
Numeric. Minimum upward bounce proportion to count as significant in downward trends.
- bounce_none_threshold
Numeric. Minimum bounce proportion to count as significant in no-trend cases.
- rev_zeroes
Integer. Length of zero sequences to detect reversals (default 2).
- ret_nums
Integer. Length of non-zero sequences to detect returns (default 2).
- expected_down
Logical. If TRUE, suppress reversal detection.
- verbose
Logical. If TRUE, print intermediate values (default FALSE).
- detailed
Logical. If TRUE, return additional columns including all trend/bounce flags.
Value
A data frame of class cp_unsystematic with core results:
- delta_direction
Character: 'down', 'up', or 'none'.
- bounce_direction
Character: 'up', 'down', 'significant', or 'none'.
- bounce_any
Logical. TRUE if any bounce pattern detected.
- bounce_above
Integer. Number of upward changes meeting threshold.
- bounce_below
Integer. Number of downward changes meeting threshold.
- reversals
Integer. Detected reversals from 0 to non-0.
- returns
Integer. Detected returns from non-0 to 0.
If detailed = TRUE, returns additional columns:
- delta_down
Logical. Significant downward trend.
- delta_up
Logical. Significant upward trend.
- delta_none
Logical. No significant trend.
- bounce_up
Logical. Significant bounce up in a downward trend.
- bounce_down
Logical. Significant bounce down in an upward trend.
- bounce_none
Logical. Significant bounces in no-trend data.
Examples
x_seq <- 10^(seq(-2, 2, length.out = 10))
pattern <- data.frame(x = x_seq, y = c(10, 5, 10, 9, 10, 13, 10, 10, 7, 9))
check_unsystematic_cp(pattern)
#> delta_direction bounce_direction bounce_any bounce_above bounce_below
#> 1 none significant TRUE 2 3
#> reversals returns
#> 1 0 0