Bayesian Online Changepoint Detection
Plot Object
Initialize vectors for poisson probability functions
Update the poisson parameters
Compute predictive probabilities based on Gaussian
Initialize ocpd object
Calculate Negative-binomial on vector of parameters
Bayesian Online Changepoint Detection for Multivariate Data
Bayesian Online Changepoint Detection
Constant hazard function
Find Set of Changepoints with Highest probability
This is data to be included in the package
This is data to be included in the package
Initialize vectors for gaussian probability functions
Update the gaussian parameters
Compute predictive probabilities based on Poisson
Print Object
Object Structure
Calculate Student PDF on vector of parameters
Object Summary
Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) <arXiv:0710.3742> for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.