infer_fixed_changepoints {BCT} | R Documentation |
Inferring the change-points locations when the number of change-points is fixed.
Description
This function implements the Metropolis-Hastings sampling algorithm for inferring the locations of the change-points.
Usage
infer_fixed_changepoints(
input_data,
l,
depth,
alphabet,
iters,
fileName = NULL
)
Arguments
input_data |
the sequence to be analysed. |
l |
number of change-points. |
depth |
maximum memory length. |
alphabet |
symbols appearing in the sequence. |
iters |
number of iterations; for more information see Lungu et al. (2022). |
fileName |
file path for storing the results. |
Value
return a list object which includes:
positions |
the sampled locations of the change-points. |
acceptance_prob |
the empirical acceptance ratio. |
See Also
Examples
# Use as an example the three_changes dataset.
# Run the function with 3 change-points, a maximum depth of 5 and the [0,1,2] alphabet.
# The sampler is run for 100 iterations
output <- infer_fixed_changepoints(three_changes, 3, 5, c("012"), 100, fileName = NULL)
# If the fileName is not set to NULL,
# the output file will contain on each line the sampled locations of the change-points.
[Package BCT version 1.2 Index]