Description Usage Arguments Details Value
Calculates the cost between a sequence of tri-variate observations using the provided cumulative sums of data. The observations are assumed to be Normally distributed in variables 1 and 3, and Gamma distributed in variable 2. The mean and variance parameters are set to their maximum likelihood estimates. Used for detecting changes in both mean and variance.
1 | norm13.gamma2(n, x, x2, p, length.checklist)
|
n |
A matrix containing the lengths between the changepoints in current changepoint vector being considered and the changepoints in the check-list of previous changepoint vectors. |
x |
A |
x2 |
The same as |
p |
The number of variables in the series. |
length.checklist |
The number of possible previous changepoint vectors on the check-list being considered. |
An internal function, not designed for use by the end-user.
A vector of length length.checklist
containing the multivariate costs for each changepoint vector on the check-list being considered.
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