compute_stationarity_BF: Compute the Bayes factor testing stationarity of a Markov...
In maxbiostat/BinaryMarkovChains: Utilities for Two-State Discrete-Time Markov Chains
compute_stationarity_BF R Documentation
Compute the Bayes factor testing stationarity of a Markov chain.
Description
Compute the Bayes factor testing stationarity of a Markov chain.
Usage
compute_stationarity_BF(seq, L = 10, states = NULL)
Arguments
seq
a vector containing observations from an stochastic process.
L
an integer specifying how many windows will be compared
states
the possible states of the Markov chain. If NULL,
will be deduced from 'seq'.
Value
the approximate Bayes factor testing H1 = not stationary vs
H0 = stationary.
Examples
X <- rbinom(n = 1E5, size = 1, prob = 0.8)
compute_stationarity_BF(X)
maxbiostat/BinaryMarkovChains documentation built on Dec. 11, 2023, 4:29 a.m.
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| compute_stationarity_BF | R Documentation |
Compute the Bayes factor testing stationarity of a Markov chain.
Description
Compute the Bayes factor testing stationarity of a Markov chain.
Usage
compute_stationarity_BF(seq, L = 10, states = NULL)
Arguments
seq |
a vector containing observations from an stochastic process. |
L |
an integer specifying how many windows will be compared |
states |
the possible states of the Markov chain. If |
Value
the approximate Bayes factor testing H1 = not stationary vs H0 = stationary.
Examples
X <- rbinom(n = 1E5, size = 1, prob = 0.8)
compute_stationarity_BF(X)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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