Matrix of prior values for each interval

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Description

Computes the matrix of indexes nr (values associated to prior on segmentation) for each segment r.

Usage

1
EBSPrior(n=numeric(), Kmax = 15, unif = TRUE)

Arguments

n

The size of the series.

Kmax

The maximum number of segments that will be considered.

unif

A boolean stating whether the uniform prior will be used for the segmentation.

Details

This function is used to compute the values associated with the prior on the segmentation to use in computations such as ICL.

Value

An object of class EBS with values associated to prior on segmentation.

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

Cleynen & Robin (2014): Comparing change-point location in independent series Statistics and Computing

See Also

EBSegmentation

Examples

1
outPrior <- EBSPrior(1000,Kmax=20,unif=FALSE)

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