prob.N.given.LM

Matrix of count data; axis 0 is the number of time intervals per day and axis 1 is the number of days in the data.

Matrix containing the rate functions at every time slice

Matrix containing the estimated transition probabilities for each iteration

Parameter values of a particular prior distribution

prior

Time-series of count data occur in many different contexts. A
Markov-modulated Poisson process provides a framework for detecting
anomalous events using an unsupervised learning approach.

prob.N.given.LM: prob.N.given.LM

Description

Usage

Arguments