DetectCpObj: DetectCpObj class constructor
In BayesChange: Bayesian Methods for Change Points Analysis

DetectCpObj

R Documentation

DetectCpObj class constructor

Description

A constructor for the DetectCpObj class. The class DetectCpObj contains...

Usage

DetectCpObj(
  data = NULL,
  n_iterations = NULL,
  n_burnin = NULL,
  orders = NULL,
  time = NULL,
  phi_MCMC = NULL,
  phi_MCMC_01 = NULL,
  sigma_MCMC = NULL,
  sigma_MCMC_01 = NULL,
  theta_MCMC = NULL,
  I0_MCMC = NULL,
  I0_MCMC_01 = NULL,
  kernel_ts = NULL,
  kernel_epi = NULL,
  univariate_ts = NULL
)

Arguments

`data`	a vector or a matrix containing the values of the time series;
`n_iterations`	number of iterations of the MCMC algorithm;
`n_burnin`	number of MCMC iterations to exclude in the posterior estimate;
`orders`	a matrix where each row corresponds to the output order of the corresponding iteration;
`time`	computational time in seconds;
`phi_MCMC`	traceplot for `\gamma`.
`phi_MCMC_01`	a `0/1` vector, the `n`-th element is equal to `1` if the proposed `\phi` was accepted, `0` otherwise.
`sigma_MCMC`	traceplot for `\sigma`.
`sigma_MCMC_01`	a `0/1` vector, the `n`-th element is equal to `1` if the proposed `\sigma` was accepted, `0` otherwise.
`theta_MCMC`	traceplot for `\theta`.
`I0_MCMC`	traceplot for `I_0`.
`I0_MCMC_01`	a `0/1` vector, the `n`-th element is equal to `1` if the proposed `I_0` was accepted, `0` otherwise.
`kernel_ts`	if TRUE data are time series.
`kernel_epi`	if TRUE data are survival functions.
`univariate_ts`	TRUE/FALSE if time series is univariate or not.