Description Usage Arguments Details Value Author(s)
Find change variates at each change points
1 | findChangeVariate(lpst.list, used.vars, ct.vec, lambda = 0.5)
|
lpst.list |
list of Numeric matrix, list of log probability for each intervals for each variate |
used.vars |
vector, names of variates used in change point finding |
ct.vec |
Numeric vector, change point vector |
This function calculate the signicance of change points for each variate variates.
change.var.df tibble, contains variate names, change points and bayes factors
Yasuhiro Kojima
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