calculateCtTransitionProb: calculateCtTransitionProb

Description Usage Arguments Details Value Author(s)

Description

Calculate transition probability for change points

Usage

1
calculateCtTransitionProb(lqt, lpst, lambda)

Arguments

lqt

Numeric vector, Each value represents Yt:n probability

lpst

Numeric matrix, Log probability for each intervals

lambda

Numeric vector, Each value represents Yt:n probability

Details

This calculate the probability of next change points when we assume current change points are on each time points.

Value

transition.prob.list List, each element represents vector of probability of next change point. index represents previous change points

Author(s)

Yasuhiro Kojima


kojikoji/nbcf documentation built on June 16, 2019, 6:08 p.m.