plotHDPChangepoint: Posterior Changepoint Probabilities from HDP-HMM

In MCMCpack: Markov Chain Monte Carlo (MCMC) Package

Posterior Changepoint Probabilities from HDP-HMM

Description

Plot the posterior density of regime change.

Usage

plotHDPChangepoint(
  mcmcout,
  main = "Posterior Changepoint Probabilities",
  xlab = "Time",
  ylab = "",
  start = 1
)

Arguments

mcmcout	The mcmc object containing the posterior density sample from a changepoint model. Note that this must be from a HDP-HMM sampler.
main	Title of the plot
xlab	Label for the x-axis.
ylab	Label for the y-axis.
start	The time of the first observation to be shown in the time series plot.

See Also

HDPHMMpoisson, HDPHMMnegbin, HDPHSMMnegbin

MCMCpack documentation built on April 13, 2022, 5:16 p.m.