changepoint: Perform a changepoint analysis

In DoktorMike/bayesian-model-zoo: Provides an interface to precompiled useful real life models implemented in Stan

Description

Samples the changepoint model using Stan and returns the stanfit object as a result.

Usage

changepoint(x, chains = 2, iter = 1000, allpars = FALSE,
  cores = max(parallel::detectCores() - 1, 1), ...)

Arguments

x	the time series to perform the analysis on
chains	the number of chains to use which defaults to 2
iter	the number of samples to pull which defaults to 1000
allpars	decides if all parameters should be returned or not. FALSE which is the default only gives the mu's and the sigmas and the tau
cores	the number of cores to use which defaults to max(parallel::detectCores()-1, 1)
...	other arguments passed to the sampling method in rstan

Value

the stanfit from the sampled changepoint model

Examples

## Not run: 
library(bayesplot)
aa<-changepoint(c(rnorm(50, 100, 10), rnorm(50, 150, 10)))
mcmc_combo(as.array(aa), regex_pars = "tau")

## End(Not run)

DoktorMike/bayesian-model-zoo documentation built on May 23, 2019, 11:32 p.m.