update_lambda

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

update_lambda function

<dl><dt>a</dt>
<dd>The hyperparameter value for the shape parameter in the gamma prior for alpha0</dd>
<dt>b</dt>
<dd>The hyperparameter value for the scale parameter in the gamma prior for alpha0</dd>
<dt>kstar</dt>
<dd>A scalar with the number maximum of change points in all clusters</dd>
<dt>lambda</dt>
<dd>A scalar defining the parameter for the Truncate Poisson distribution
that controls the number of change points (or its initial values)</dd>
<dt>cluster</dt>
<dd>A vector containing the cluster assignments for the data sequences (or its initial values)</dd>
<dt>al</dt>
<dd>The hyperparameter value for the shape parameter in the gamma prior for lambda</dd>
<dt>bl</dt>
<dd>The hyperparameter value for the scale parameter in the gamma prior for lambda</dd>
<dt>K</dt>
<dd>A vector containing the number of change points for each cluster (or its initial values)</dd>
<dt>N</dt>
<dd>A scalar representing the number of data sequences</dd></dl>

Arguments

Update equation for lambda — update_lambda

<dl>

<dt>a</dt>
<dd>The hyperparameter value for the shape parameter in the gamma prior for alpha0</dd>


<dt>b</dt>
<dd>The hyperparameter value for the scale parameter in the gamma prior for alpha0</dd>


<dt>kstar</dt>
<dd>A scalar with the number maximum of change points in all clusters</dd>


<dt>lambda</dt>
<dd>A scalar defining the parameter for the Truncate Poisson distribution
that controls the number of change points (or its initial values)</dd>


<dt>cluster</dt>
<dd>A vector containing the cluster assignments for the data sequences (or its initial values)</dd>


<dt>al</dt>
<dd>The hyperparameter value for the shape parameter in the gamma prior for lambda</dd>


<dt>bl</dt>
<dd>The hyperparameter value for the scale parameter in the gamma prior for lambda</dd>


<dt>K</dt>
<dd>A vector containing the number of change points for each cluster (or its initial values)</dd>


<dt>N</dt>
<dd>A scalar representing the number of data sequences</dd>

</dl>

update_lambda: Update equation for lambda

Description

Usage

Value

Arguments

See Also

Examples