PieceExpIntensity2: C++ Sampling Function for MCMC

In PieceExpIntensity: Bayesian Model to Find Changepoints Based on Rates and Count Data

Description

C++ Sampling Function used in the PieceExpIntensity function.

Usage

PieceExpIntensity2(Y, Rates, B, Poi)

Arguments

Y	Vector containing observed event times.
Rates	Vector containing poisson count intensities.
B	Number of iterations to run the MCMC with half burned in.
Poi	Prior mean number of split points,

Value

A list of all posterior quantities.

Examples

B=1000
n=100
Y=rexp(n,1)
Rates=Y
Rates[Y<.5]=rpois(sum(Y<.5),20)
Rates[Y>.5]=rpois(sum(Y>.5),3)
Poi=10
PieceExpIntensity2(Y,Rates,B,Poi)

PieceExpIntensity documentation built on May 1, 2019, 9:26 p.m.