gaussian_update: Update the gaussian parameters
In ocp: Bayesian Online Changepoint Detection

Updates the parameters of the gaussians based on each possible run length, after taking into consideration the most recent data point

1 2	gaussian_update(datapt, update_params0, update_paramsT, Rlength, skippt = FALSE)

`datapt`	the current data point
`update_params0`	The initialization parameters, corresponding to predicting a changepoint (run length=0)
`update_paramsT`	The vectors of parameters corresponding to each possible run length, updated with each incoming data point
`Rlength`	the length of the current vector of possible run lengths
`skippt`	set to FALSE if not needing to accommodate skipping missed points during the update of parameters

The list of the parameters for gaussians corresponding to each possible runlength up to the current data point. Lengths of vectors should correspond the length of the R vector ("run length vector")

ocp documentation built on May 2, 2019, 3:46 a.m.