poisson_update: Update the poisson parameters
In ocp: Bayesian Online Changepoint Detection

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

1 2	poisson_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`	If the current point should be skipped in the updating because it was missing, and missPts was set to skip

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.