BMDL function

Bayesian Maximum Descriptive Length

Generic function to compute the Bayesian Maximum Descriptive Length for a changepoint detection model.

BMDL(object, ...)

## Default S3 method:
BMDL(object, ...)

## S3 method for class 'nhpp'
BMDL(object, ...)

Arguments

• object: any object from which a log-likelihood value, or a contribution to a log-likelihood value, can be extracted.
• ...: some methods for this generic function require additional arguments.

Returns

A double vector of length 1

Details

Currently, the BMDL function is only defined for the NHPP model (see fit_nhpp()). Given a changepoint set $\tau$, the BMDL is:

where $P_{MDL}(\tau)$ is the MDL() penalty.

Examples

# Compute the BMDL
BMDL(fit_nhpp(DataCPSim, tau = NULL))
BMDL(fit_nhpp(DataCPSim, tau = c(365, 830)))

See Also

Other penalty-functions: HQC(), MBIC(), MDL(), SIC()