studentpdf: Calculate Student PDF on vector of parameters
In ocp: Bayesian Online Changepoint Detection
Description
Usage
Arguments
Value
Description
Computes the student pdf from input parameter vectors
corresponding to each possible run length for the current
time point. Outputs a vector of probabilities for use
in the accompanying gaussian functions.
Usage
1
studentpdf(x, mu, var, nu)
Arguments
x
the current data point
mu
vector of means
var
var parameter of student pdf, degrees of freedom
nu
nu parameter of student pdf (number of points
so far)
Value
Vector of student pdf values corresponding to each
possible run length, for use in accompanying gaussian
probability functions.
ocp documentation built on May 2, 2019, 3:46 a.m.
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Description Usage Arguments Value
Description
Computes the student pdf from input parameter vectors corresponding to each possible run length for the current time point. Outputs a vector of probabilities for use in the accompanying gaussian functions.
Usage
1 | studentpdf(x, mu, var, nu)
|
Arguments
x |
the current data point |
mu |
vector of means |
var |
var parameter of student pdf, degrees of freedom |
nu |
nu parameter of student pdf (number of points so far) |
Value
Vector of student pdf values corresponding to each possible run length, for use in accompanying gaussian probability functions.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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