poisson_update function

Update the poisson parameters

Update the poisson parameters

Updates the parameters of the poissons based on each possible run length, after taking into consideration the most recent data point methods

poisson_update(datapt, update_params0, update_paramsT, Rlength, skippt = FALSE)

Arguments

  • datapt: the current data point
  • 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
  • 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

The list of the parameters for gaussians corresponding to each possible runlength up to the current data point. Lengths of vectors should correspond the length of the R vector ("run length vector")

  • Maintainer: Andrea Pagotto
  • License: GPL-3
  • Last published: 2019-04-21

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