Description Usage Arguments Details Value Author(s)
Calculate Lqt, which represent probability of Yt:n given there is change point in t-1
1 | calculateLqt(lpst, lambda)
|
lpst |
Numeric matrix, Log probability for each intervals |
lambda |
Numeric, Prior probability for change point occurrence per step |
These calculation are based on likelihood of each observation intervals
lqt Numeric vector, Each value represents Yt:n probability
Yasuhiro Kojima
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