calculateLqt: Calculate Lqt

Description Usage Arguments Details Value Author(s)

Description

Calculate Lqt, which represent probability of Yt:n given there is change point in t-1

Usage

1
calculateLqt(lpst, lambda)

Arguments

lpst

Numeric matrix, Log probability for each intervals

lambda

Numeric, Prior probability for change point occurrence per step

Details

These calculation are based on likelihood of each observation intervals

Value

lqt Numeric vector, Each value represents Yt:n probability

Author(s)

Yasuhiro Kojima


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