plotHDPChangepoint

The <code>mcmc</code> object containing the posterior density
sample from a changepoint model. Note that this must be from a
 HDP-HMM sampler.

mcmcout

main

xlab

ylab

The time of the first observation to be shown in the time
series plot.

start

Plot the posterior density of regime change.

hplot

Contains functions to perform Bayesian
inference using posterior simulation for a number of
statistical models. Most simulation is done in compiled C++
written in the Scythe Statistical Library Version 1.0.3. All
models return 'coda' mcmc objects that can then be summarized
using the 'coda' package. Some useful
utility functions such as density functions,
pseudo-random number generators for statistical
distributions, a general purpose Metropolis sampling algorithm,
and tools for visualization are provided.

plotHDPChangepoint: Posterior Changepoint Probabilities from HDP-HMM

Description

Usage

Arguments

See Also