Plot the posterior density of regime change.
plotChangepoint(mcmcout,
main = "Posterior Density of Regime Change Probabilities", xlab = "Time",
ylab = "", verbose = FALSE, start = 1, overlay = FALSE)
The mcmc
object containing the posterior density
sample from a changepoint model. Note that this must have a
prob.state
attribute.
Title of the plot
Label for the x-axis.
Label for the y-axis.
If verbose=TRUE
, expected changepoints are printed.
The time of the first observation to be shown in the time series plot.
If overlay=TRUE
, the probability of each regime change is
drawn separately, which will be useful to draw multiple plots in one screen.
See the example in MCMCpoissonChange
. Otherwise, multiple plots of
regime change probabilities will be drawn.