GetModels | R Documentation |

Returns all parameter estimates and log-likelihoods for all possible models at a selected breakpoint. These are:

M0 - all parameters equal

M1 -

*μ_1 != μ_2*M2 -

*σ_1 != σ_2*M3 -

*τ_1 != τ_2*M4 -

*μ_1 != μ_2*AND*σ_1 != σ_2*M5 -

*μ_1 != μ_2*AND*τ_1 != τ_2*M6 -

*σ_1 != σ_2*AND*τ_1 != τ_2*M7 - all parameters unequal

GetModels(x, t, breakpoint, K = 2, tau = TRUE)

`x` |
vector of time series values. |

`t` |
vector of times of measurements associated with x. |

`breakpoint` |
breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value). |

`K` |
sensitivity parameter. Standard definition of BIC, K = 2. Smaller values of K mean less sensitive selection, i.e. higher likelihood of selecting null (or simpler) models. |

`tau` |
whether or not to estimate time scale |

Returns a names matrix with 8 rows (one for each model) and columns: `Model`

, `LL, bic, mu1, s1, rho1, mu2, s2, rho2`

. Fairly self-explanatory. Note that the `rho`

columns include the `tau`

values, if `tau`

is TRUE (as it usually should be).

Eliezer Gurarie

Used directly within `WindowSweep`

. Relies heavily on `GetRho`

.

bcpa documentation built on May 30, 2022, 5:07 p.m.

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