likelihood-methods: ~~ Methods for Function likelihood ~~

Description Methods

Description

~~ Methods for function likelihood ~~

Methods

signature(object = "cpt")

Returns the likelihood of the data with the fitted changepoints, two values are returned, the raw scaled negative likelihood and the scaled negative likelihood + penalty. Only valid for cpttype="mean","variance" or "mean and variance".


JRichards1995/changepoint documentation built on May 30, 2019, 2:44 p.m.