Description Usage Arguments Value Examples
Calculate the proposal distribution in advance of actually running the ptMCMC algorithm in order to decrease computation time. The proposal distribution is a joint of three distributions: [1] a multinomial distribution selecting among the change points within the chain, [2] a binomial distribution selecting the direction of the step of the change point (earlier or later in the time series), and [3] a geometric distribution selecting the magnitude of the step.
1  | prep_proposal_dist(nchangepoints, control = list())
 | 
nchangepoints | 
 Integer corresponding to the number of change points to include in the model. 0 is a valid input (corresponding to no change points, so a singular time series model), and the current implementation can reasonably include up to 6 change points. The number of change points is used to dictate the segmentation of the data for each continuous model and each LDA model.  | 
control | 
 A   | 
list of two matrix elements: [1] the size of the 
proposed step for each iteration of each chain and [2] the identity of 
the change point location to be shifted by the step for each iteration of
each chain.
1  |   prep_proposal_dist(nchangepoints = 2)
 | 
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