I'm trying to detect changepoints in time series of daily stock prices by using the command cpt.np
from the R's changepoint.np package
These are the codes I'm using
CPts <- cpt.np(Stock.ts , penalty = "MBIC", pen.value = 0, method = "PELT", test.stat = "empirical_distribution", class = TRUE, minseglen = 2, nquantiles = 10)
CPtss <- cpt.np(Stock.ts, penalty = "MBIC", method="PELT")
Whenever I implement any of the above codes, I get the following message
Error in if (more || nchar(output) > 80) { :
missing value where TRUE/FALSE needed
I've been looking for something similar to this case but couldn't find any. I don't even know where this error is coming from as my data has no NA values. Please, could someone help me to figure out the solution for this error?