ChangePointAnalyzeNorm: ChangePointAnalyzeNorm

In StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood

Description

Supported C++ function used in function est.changepoints.

Usage

ChangePointAnalyzeNorm

Examples

n <- 5
max.segs <- 5
data.x <- rnorm(n, 1, 1)
data.x <- c(data.x, rnorm(n, 10,1))
data.x <- c(data.x, rnorm(n, 2,1))
data.x <- c(data.x, rnorm(n, 10,1))
data.x <- c(data.x, rnorm(n, 1,1))
data.t <- 1:(5*n)

prior <- prior.norm.A(data.x)

ChangePointAnalyzeNorm(data.x, n, max.segs, prior)

StepSignalMargiLike documentation built on May 2, 2019, 1:02 p.m.