gaussianProb function

Compute predictive probabilities based on Gaussian

Compute the probability of observing the current point, given the current parameters of the gaussian for each possible run length. Returns a vector of predictive probabilities from each possible run length, the parameters of the gaussian, the most likely mean of the current gaussian, and the current point. methods

gaussianProb(update_params0, update_paramsT, datapt, time, cps, missPts,
  Rlength, skippt = FALSE)

Arguments

• update_params0: The initialization parameters, corresponding to predicting a changepoint (run length=0)
• update_paramsT: The vectors of parameters corresponding to each possible run length, updated with each incoming data point
• datapt: the current data point
• time: the number of time points passed so far
• cps: the current most likely list of changepoints
• missPts: the method set to handle missing points
• Rlength: the length of the current vector of possible run lengths
• skippt: If the current point should be skipped in the updating because it was missing, and missPts was set to skip

Returns

Returns a vector of predictive probabilities from each possible run length, the parameters of the gaussian, the most likely mean of the current gaussian, and the current point.