calculateLr: calculateLr

Description Usage Arguments Details Value Author(s)

Description

Calculate statics for MAP estimate

Usage

1
calculateLr(t, s, lql, lpst, lambda, time.num)

Arguments

t

Integer, index of initial time points of unchange interval

s

Integer, index of end time points of unchange interval

lql

Numeric vector, log probability of interval t ~ time.num when change points are MAP

lpst

Numeric matrix, log probability for each observation intervals

lambda

Numeric, prior probability for change points in each transition

time.num

Integer, index of end time points

Details

Calculate the log probability assuming there is no change points between t ~ s, and change points are MAP for s+1 ~ time.num

Value

lr Numeric, statics for MAP estimate

Author(s)

Yasuhiro Kojima


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