change.poisson: Changepoint Model with Poisson Distribution

In tinyleap/LatentStage:

Description

Fit changepoint model on data to test if there is a significant change in Poisson rate parameter of data.

Usage

change.poisson(v, pre = NA)

Arguments

v	Vector that contains response variable of interest.
pre	A value represents preselected changepoint for any model, should the user wish to test a specific point in data, NA by default.

Value

List of the following: Table that contains location of changepoint(s) (either preselected or determined rigorously) ranked by significance and its/their associated significance value(s); Single value representing the MBIC threshold by which to base significance of a changepoint (i.e., penalty values LARGER than MBIC threshold indicate significance)

Examples

#Examples you wish to use, in demonstration of function
a = rpois(200,1)
b = rpois(200,2)
c = rpois(200,3)
v = c(a,b,c)

change.poisson(v)
change.poisson(v, pre=400)

tinyleap/LatentStage documentation built on May 12, 2019, 4:27 p.m.