interval.prob {bcp} | R Documentation |
From a bcp
object (with return.mcmc=TRUE
), interval.prob()
calculates the probability of a change point in a specified interval.
interval.prob(object, start, end)
object |
the result of a call to bcp() . |
start |
the starting index of the interval. |
end |
the ending index of the interval. |
The function returns the posterior probability of at least one change point in the specified interval.
return.mcmc
must be TRUE
Chandra Erdman and John W. Emerson
##### 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)