interval.prob {bcp}R Documentation

The probability of a change point in a specified interval.

Description

From a bcp object (with return.mcmc=TRUE), interval.prob() calculates the probability of a change point in a specified interval.

Usage

 interval.prob(object, start, end)

Arguments

object the result of a call to bcp().
start the starting index of the interval.
end the ending index of the interval.

Details

The function returns the posterior probability of at least one change point in the specified interval.

Note

return.mcmc must be TRUE

Author(s)

Chandra Erdman and John W. Emerson

See Also

bcp and plot.bcp.

Examples


  ##### A random sample from a few normal distributions #####
  testdata <- c(rnorm(50), rnorm(50, 5, 1), rnorm(50))
  bcp.0 <- bcp(testdata, return.mcmc=TRUE)
  plot.bcp(bcp.0)
  interval.prob(bcp.0, 45, 55)
  

[Package bcp version 2.1.1 Index]