studentpdf


value of nu, the number of degrees of freedom



Calculate Student PDF; for use inside <code><a rd-options="" href="/link/onlineCPD?package=onlineCPD&version=1.0" data-mini-rdoc="onlineCPD::onlineCPD">onlineCPD</a></code> and <code><a rd-options="" href="/link/offlineCPD?package=onlineCPD&version=1.0" data-mini-rdoc="onlineCPD::offlineCPD">offlineCPD</a></code><p></p><p></p>

Detects multiple changepoints in uni- or multivariate time series data. The algorithm is based on Bayesian methods and detects changes on-line; i.e. the model updates with every observation rather than relying on retrospective segmentation. However, the user may choose to use the algorithm off- or on-line.

Zachary Zanussi

onlineCPD

Detect Changepoints in Multivariate Time Series

studentpdf function


Calculate Student PDF; for use inside <code><a rd-options='' href='onlineCPD'>onlineCPD</a></code> and <code><a rd-options='' href='offlineCPD'>offlineCPD</a></code>



studentpdf: Student Probability Density Function

Description

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