ex_fit

Example fit of the ex_demo dataset

datasets

Flexible and informed regression with Multiple Change Points (MCP). 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindel<c3><b8>v (submitted) <doi:10.31219/osf.io/fzqxv> and generalizes the approach described in Carlin, Gelfand, & Smith (1992) <doi:10.2307/2347570> and Stephens (1994) <doi:10.2307/2986119>.

Jonas Kristoffer Lindel<c3><b8>v

Regression with Multiple Change Points

ex_fit function

An <code><a rd-options="" href="/link/mcpfit?package=mcp&version=0.3.0" data-mini-rdoc="mcp::mcpfit">mcpfit</a></code> object.

Format

Example fit of the ex_demo dataset — ex_fit

An <code><a rd-options='' href='mcpfit'>mcpfit</a></code> object.

ex_fit: Example fit of the ex_demo dataset

Description

Usage

Arguments

Format