calculate_likelihood

a segmentr object, which contains the definition of the change points to be applied

results

a dataset for which we wish to calculate the total likelihood

newdata

a likelihood function to be used to calculate the likelihood of each segment

likelihood

Given the change points in a segmentr object, this function splits a
new dataset into segments and then calculates the total likelihood
using the likelihood function of the <code>segmentr</code> object.

Given a likelihood provided by the user, this package applies it
to a given matrix dataset in order to find change points in the data that
maximize the sum of the likelihoods of all the segments. This package provides
a handful of algorithms with different time complexities and assumption compromises
so the user is able to choose the best one for the problem at hand. The implementation
of the segmentation algorithms in this package are based on the paper by Bruno M. de Castro,
Florencia Leonardi (2018) <arXiv:1501.01756>. The Berlin
weather sample dataset was provided by Deutscher Wetterdienst <https://dwd.de/>.
You can find all the references in the Acknowledgments section of this package's
repository via the URL below.

calculate_likelihood: Calculate a dataset's likelihood using change points of `segmentr` object

Description

Usage

Arguments

Details