Description Usage Arguments Details Value Author(s)
Calculate entropy of two change points
1 | calculateEntropyTwoCt(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 is used for determin significant change variates
entropy Numeric, entropy of two change points
Yasuhiro Kojima
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