perfectSimulation: perfectSimulation

Description Usage Arguments Details Value Author(s)

Description

Conduct perfectsimulation for change point

Usage

1
perfectSimulation(lqt, lpst, lambda, sim.iter = 100)

Arguments

lqt

Numeric vector, Each value represents Yt:n probability

lpst

Numeric matrix, Log probability for each intervals

lambda

Numeric vector, Each value represents Yt:n probability

sim.iter

Integer, Iteration of simulation

Details

This function samples change points using perfectsimulation, which is a machine learning techunique.

Value

change.points.list List, list of numeric vector of change points at each simulation

Author(s)

Yasuhiro Kojima


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