CompCredibility: Comparison of two profiles with credibility intervals

In EBS: Exact Bayesian Segmentation

Description

Given two conditions, computes the posterior distribution of the difference of change-point locations, and its credibility interval.

Usage

CompCredibility(x, Conditions, Tau = numeric(), K = numeric()) 

Arguments

x	An object of class EBSProfiles.
Conditions	A vector of length 2 containing the index of the two conditions to compare.
Tau	A vector of length 2 containing the index of the change-point of interest of the two conditions to compare.
K	A vector of length 2 containing the maximum number of segments for the segmentation of each of the two profiles to compare.

Details

This function is used to compute the posterior credibility interval of the difference of change-point locations between two profiles assumed to be independant.

Value

Distribution	Posterior distribution of the difference between the location of change-points of interest for the two conditions
masswith0	Mass of the smallest credibility interval up to and including data-point 0
massto0	Mass of the smallest credibility interval up to but excluding data-point 0

Author(s)

Alice Cleynen

References

Rigaill, Lebarbier & Robin (2012): Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems Statistics and Computing

Johnson, Kotz & Kemp: Univariate Discrete Distributions

Hall, Kay & Titterington: Asymptotically optimal difference-based estimation of variance in non-parametric regression

See Also

EBSProfiles, EBSStatistic

Examples

# changes for Poisson model
set.seed(1)
x1<-c(rpois(125,1),rpois(100,5),rpois(50,1),rpois(75,5),rpois(50,1))
x2<-c(rpois(125,3),rpois(75,4),rpois(75,1),rpois(125,8))
M<-rbind(x1,x2)
E <- EBSProfiles(M,model=1,K=10)
out<-CompCredibility(E,Conditions=c(1,2),Tau=c(1,1),K=c(5,4))

EBS documentation built on May 29, 2017, 5:49 p.m.