EBS (version 3.1)

EBSPostK: Posterior probabilities of the number of segments

Description

For a single profile, computes the posterior probabilities of the number of segments given its prior.

Usage

EBSPostK(x, prior=numeric())

Arguments

x

An object of class EBS returned by function EBSegmentation applied to data of interest.

prior

A vector of length Kmax giving prior probabilities on the value of K. Default value is uniform on 1:Kmax.

Value

A vector of size Kmax containing the probability of each of the number of segments.

Details

This function computes the posterior probabilities of the number of segments, so that the user can use Bayesian Model Averaging.

References

Rigaill, Lebarbier & Robin (2012): Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems Statistics and Computing

Cleynen & Robin (2014): Comparing change-point location in independent series Statistics and Computing

See Also

EBSegmentation, EBSBIC, EBSICL

Examples

# changes for Poisson model
set.seed(1)
x<-c(rpois(125,1),rpois(100,5),rpois(50,1),rpois(75,5),rpois(50,1))
out <- EBSegmentation(x,model=1,Kmax=20)
Posterior<-EBSPostK(out)
plot(Posterior, type='b')