Description Usage Arguments Details Value Author(s)
Conduct perfectsimulation for change point
1 | perfectSimulation(lqt, lpst, lambda, sim.iter = 100)
|
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 |
This function samples change points using perfectsimulation, which is a machine learning techunique.
change.points.list List, list of numeric vector of change points at each simulation
Yasuhiro Kojima
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