Description Usage Arguments Details Value Author(s)
Calculate statics for MAP estimate
1 | calculateLr(t, s, lql, lpst, lambda, time.num)
|
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 |
Calculate the log probability assuming there is no change points between t ~ s, and change points are MAP for s+1 ~ time.num
lr Numeric, statics for MAP estimate
Yasuhiro Kojima
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