Compute the probability of observing the current point, given the current parameters of the gaussian for each possible run length. Returns a vector of predictive probabilities from each possible run length, the parameters of the gaussian, the most likely mean of the current gaussian, and the current point.
gaussianProb(update_params0, update_paramsT, datapt, time, cps, missPts,
Rlength, skippt = FALSE)The initialization parameters, corresponding to predicting a changepoint (run length=0)
The vectors of parameters corresponding to each possible run length, updated with each incoming data point
the current data point
the number of time points passed so far
the current most likely list of changepoints
the method set to handle missing points
the length of the current vector of possible run lengths
If the current point should be skipped in the updating because it was missing, and missPts was set to skip
Returns a vector of predictive probabilities from each possible run length, the parameters of the gaussian, the most likely mean of the current gaussian, and the current point.