Matrix of prior values for each interval
Computes the matrix of indexes nr (values associated to prior on segmentation) for each segment r.
The size of the series.
The maximum number of segments that will be considered.
A boolean stating whether the uniform prior will be used for the segmentation.
This function is used to compute the values associated with the prior on the segmentation to use in computations such as ICL.
An object of class EBS with values associated to prior on segmentation.
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