Description Usage Arguments Details Value Author(s)
Calculate transition probability for change points
1 | calculateCtTransitionProb(lqt, lpst, lambda)
|
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 |
This calculate the probability of next change points when we assume current change points are on each time points.
transition.prob.list List, each element represents vector of probability of next change point. index represents previous change points
Yasuhiro Kojima
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