Description Usage Arguments Details Value Author(s) References See Also Examples

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

1 | ```
CompCredibility(x, Conditions, Tau = numeric(), K = numeric())
``` |

`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. |

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

`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 |

Alice Cleynen

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

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

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