possigma2n

Full conditional function for sigma2

A Gibbs sampler algorithm was developed to estimate change points in constant-wise data sequences while performing clustering simultaneously. The algorithm is described in da Cruz, A. C. and de Souza, C. P. E "A Bayesian Approach for Clustering Constant-wise Change-point Data" <doi:10.48550/arXiv.2305.17631>.

Ana Carolina da Cruz

BayesCPclust

A Bayesian Approach for Clustering Constant-Wise Change-Point
Data

possigma2n function

<dl><dt>as</dt>
<dd>The hyperparameter value for the shape parameter in the inverse-gamma prior for the variance
component</dd>
<dt>bs</dt>
<dd>The hyperparameter value for the scale parameter in the inverse-gamma prior for the variance
component</dd>
<dt>M</dt>
<dd>A scalar representing the number of points available for each data sequence</dd>
<dt>Yn</dt>
<dd>A vector or matrix with data sequences for a cluster</dd>
<dt>k</dt>
<dd>A scalar for the number of changes points in a cluster</dd>
<dt>Tln</dt>
<dd>A vector with the change-point positions for a cluster</dd>
<dt>alphan</dt>
<dd>A vector with the constant level values for each interval between change points for a cluster</dd></dl>

Arguments

Full conditional function for sigma2 — possigma2n

<dl>

<dt>as</dt>
<dd>The hyperparameter value for the shape parameter in the inverse-gamma prior for the variance
component</dd>


<dt>bs</dt>
<dd>The hyperparameter value for the scale parameter in the inverse-gamma prior for the variance
component</dd>


<dt>M</dt>
<dd>A scalar representing the number of points available for each data sequence</dd>


<dt>Yn</dt>
<dd>A vector or matrix with data sequences for a cluster</dd>


<dt>k</dt>
<dd>A scalar for the number of changes points in a cluster</dd>


<dt>Tln</dt>
<dd>A vector with the change-point positions for a cluster</dd>


<dt>alphan</dt>
<dd>A vector with the constant level values for each interval between change points for a cluster</dd>

</dl>

possigma2n: Full conditional function for sigma2

Description

Usage

Value

Arguments

See Also

Examples