Bayesian MDL for Multiple Changepoint Detection

BayesMDL | Bayesian MDL for Multiple Changepoint Detection |

bcp | Fit the changepoint detection method to multiple variables |

bmdl | Bayesian MDL (or MDL) for multiple changepoint detection |

bmdl.eta | Calculate BMDL for a Given Changepoint Model |

bmdl.mean.shift | BMDL for Changepoint Detection |

bmdl.MH | Metropolis-Hastings Algorithms for Stoachstic Model Search |

D_eta | Create a design matrix D for a model eta |

eta_MH_flip | One MCMC iteration: propose to flip one random component of... |

eta_MH_swap | One MCMC iteration: propose to swap a changepoint with a... |

fit_eta | Fit an individual changepoint model 'eta' |

harmonic_lm | Harmonic regression |

last_cp | Location of the last changepoint |

loc2dirac | Convert a Location Vector to a 0-1 Indicator Vector |

plot_bar_heat | Plot the heatmap and barplot of changepoints among multiple... |

plot_best | Plot eta of the MAP or BMA model of a MCMC fit |

plot_eta | Plot the time series data and the changepoints |

plot_res | Plot the residual |

tuscaloosa | Monthly Average Records of Daily Maximum and Minimum... |

txtn | BMDL for Changepoint Detection, in Tmax / Tmin Joint... |

txtn.eta | Calculate BMDL for a Given Changepoint Model, in Tmax / Tmin... |

txtn.MH | Metropolis-Hastings Algorithms for Stoachstic Model Search,... |

xi_MH_flip | One MCMC iteration: propose to flip one random component of... |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.