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StepSignalMargiLike (version 2.6.0)

Step-Wise Signal Extraction via Marginal Likelihood

Description

Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) .

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Version

Install

install.packages('StepSignalMargiLike')

Monthly Downloads

38

Version

2.6.0

License

GPL (>= 2)

Maintainer

Chu-Lan Kao

Last Published

May 19th, 2018

Functions in StepSignalMargiLike (2.6.0)

ChangePointAnalyzeNorm

ChangePointAnalyzeNorm
StepSignalMargiLike_ChangePointAnalyzeNorm

StepSignalMargiLike_ChangePointAnalyzeNorm
StepSignalMargiLike_ChangePointAnalyzePoiss

StepSignalMargiLike_ChangePointAnalyzePoiss
ChangePointAnalyzeNormUnRes

ChangePointAnalyzeNormUnRes
ChangePointAnalyzePoissUnRes

ChangePointAnalyzePoissUnRes
StepSignalMargiLike_ChangePointAnalyzePoissUnRes

StepSignalMargiLike_ChangePointAnalyzePoissUnRes
PlotChangePoints

PlotChangePoints
StepSignalMargiLike-package

Estimating Change Points Using Marginal Likelihood
prior.norm.C

prior.norm.C
prior.norm.B

prior.norm.B
est.mean.pois

est.mean.pois
prior.pois

prior.pois
prior.norm.A

prior.norm.A
StepSignalMargiLike_ChangePointAnalyzeNormUnRes

StepSignalMargiLike_ChangePointAnalyzeNormUnRes
ChangePointAnalyzePoiss

ChangePointAnalyzePoiss
est.changepoints

est.changepoints
est.mean.norm

est.mean.norm