bcpa (version 1.3.2)

GetModels: Model selection at a known breakpoint

Description

Returns all parameter estimates and log-likelihoods for all possible models at a selected breakpoint. These are:

• M0 - all parameters equal

• M1 - ${\mu }_1!={\mu }_2$

• M2 - ${\sigma }_1!={\sigma }_2$

• M3 - ${\tau }_1!={\tau }_2$

• M4 - ${\mu }_1!={\mu }_2$ AND ${\sigma }_1!={\sigma }_2$

• M5 - ${\mu }_1!={\mu }_2$ AND ${\tau }_1!={\tau }_2$

• M6 - ${\sigma }_1!={\sigma }_2$ AND ${\tau }_1!={\tau }_2$

• M7 - all parameters unequal

Usage

GetModels(x, t, breakpoint, K = 2, tau = TRUE)

Arguments

x

vector of time series values.

t

vector of times of measurements associated with x.

breakpoint

breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value).

K

sensitivity parameter. Standard definition of BIC, K = 2. Smaller values of K mean less sensitive selection, i.e. higher likelihood of selecting null (or simpler) models.

tau

whether or not to estimate time scale $\tau$ (preferred) or autocorrelation $\rho$.

Value

Returns a names matrix with 8 rows (one for each model) and columns: Model, LL, bic, mu1, s1, rho1, mu2, s2, rho2. Fairly self-explanatory. Note that the rho columns include the tau values, if tau is TRUE (as it usually should be).

See Also

Used directly within WindowSweep. Relies heavily on GetRho.