BayesChange (version 2.1.3)

ClustCpObj: ClustCpObj class constructor

Description

A constructor for the ClustCpObj class. The class ClustCpObj contains...

Usage

ClustCpObj(
  data = NULL,
  n_iterations = NULL,
  n_burnin = NULL,
  clust = NULL,
  orders = NULL,
  time = NULL,
  lkl = NULL,
  norm_vec = NULL,
  I0_MCMC = NULL,
  I0_MCMC_01 = NULL,
  kernel_ts = NULL,
  kernel_epi = NULL,
  univariate_ts = NULL
)

Arguments

data

a vector or a matrix containing the values of the time series;

n_iterations

number of iterations of the MCMC algorithm;

n_burnin

number of MCMC iterations to exclude in the posterior estimate;

clust

a matrix with the clustering of each iteration.

orders

a matrix where each row corresponds to the output order of the corresponding iteration;

time

computational time in seconds;

lkl

a vector with the likelihood of the final partition

norm_vec

a vector with the estimated normalization constant.

I0_MCMC

traceplot for \(I_0\).

I0_MCMC_01

a \(0/1\) vector, the \(n\)-th element is equal to \(1\) if the proposed \(I_0\) was accepted, \(0\) otherwise.

kernel_ts

if TRUE data are time series.

kernel_epi

if TRUE data are epidemic diffusions.

univariate_ts

TRUE/FALSE if time series is univariate or not;