bcp (version 2.1.2)

interval.prob: The probability of a change point in a specified interval.

Description

From a bcp object (with return.mcmc=TRUE), interval.prob() calculates the probability of a change point in a specified interval.

Usage

interval.prob(object, start, end)

Arguments

object

the result of a call to bcp().

start

the starting index of the interval.

end

the ending index of the interval.

Details

The function returns the posterior probability of at least one change point in the specified interval.

See Also

bcp and plot.bcp.

Examples

##### A random sample from a few normal distributions #####
  testdata <- c(rnorm(50), rnorm(50, 5, 1), rnorm(50))
  bcp.0 <- bcp(testdata, return.mcmc=TRUE)
  plot.bcp(bcp.0)
  interval.prob(bcp.0, 45, 55)