Step-Wise Signal Extraction via Marginal Likelihood
ChangePointAnalyzeNorm
ChangePointAnalyzeNormUnRes
ChangePointAnalyzePoiss
ChangePointAnalyzePoissUnRes
est.changepoints
est.mean.norm
est.mean.pois
PlotChangePoints
prior.norm.A
prior.norm.B
prior.norm.C
prior.pois
Estimating Change Points Using Marginal Likelihood
StepSignalMargiLike_ChangePointAnalyzeNorm
StepSignalMargiLike_ChangePointAnalyzeNormUnRes
StepSignalMargiLike_ChangePointAnalyzePoiss
StepSignalMargiLike_ChangePointAnalyzePoissUnRes
Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.