ChangePointAnalyzeNormUnRes: ChangePointAnalyzeNormUnRes

In StepSignalMargiLike: Step-Wise Signal Extraction via Marginal Likelihood

Description

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

Usage

ChangePointAnalyzeNormUnRes

Examples

n <- 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)

ChangePointAnalyzeNormUnRes(data.x, n, prior)

Example output

          [,1]      [,2]      [,3]      [,4]     [,5]
[1,] -2.714117 -4.894038 -6.830371 -8.739505 -10.4501
[2,]  0.000000  0.000000  0.000000  0.000000   0.0000

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