Returns all parameter estimates and log-likelihoods for all possible models at a selected breakpoint. These are:
M0 - all parameters equal
M1 - \(\mu_1 != \mu_2\)
M2 - \(\sigma_1 != \sigma_2\)
M3 - \(\tau_1 != \tau_2\)
M4 - \(\mu_1 != \mu_2\) AND \(\sigma_1 != \sigma_2\)
M5 - \(\mu_1 != \mu_2\) AND \(\tau_1 != \tau_2\)
M6 - \(\sigma_1 != \sigma_2\) AND \(\tau_1 != \tau_2\)
M7 - all parameters unequal
GetModels(x, t, breakpoint, K = 2, tau = TRUE)vector of time series values.
vector of times of measurements associated with x.
breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value).
sensitivity parameter. Standard definition of BIC, K = 2. Smaller values of K mean less sensitive selection, i.e. higher likelihood of selecting null (or simpler) models.
whether or not to estimate time scale \(\tau\) (preferred) or autocorrelation \(\rho\).
Returns a names matrix with 8 rows (one for each model) and columns: Model, LL, bic, mu1, s1, rho1, mu2, s2, rho2. Fairly self-explanatory. Note that the rho columns include the tau values, if tau is TRUE (as it usually should be).
Used directly within WindowSweep. Relies heavily on GetRho.