summarize_rhos {LDATS}

Summarize the rho distributions

Description

summarize_rho calculates summary statistics for each of the change point locations.

measure_rho_vcov generates the variance-covariance matrix for the change point locations.

Usage

summarize_rhos(rhos, control = list())

measure_rho_vcov(rhos)

Arguments

rhos

Matrix of change point locations (columns) across iterations of the ptMCMC (rows) or NULL if no change points are in the model, as returned from est_changepoints.

control

A list of parameters to control the fitting of the Time Series model including the parallel tempering Markov Chain Monte Carlo (ptMCMC) controls. Values not input assume defaults set by TS_control.

Value

summarize_rhos: table of summary statistics for change point locations including mean, median, mode, posterior interval, standard deviation, MCMC error, autocorrelation, and effective sample size for each change point location.

measure_rho_vcov: variance-covariance matrix for change point locations.

Examples

 rhos <- matrix(sample(80:100, 100, TRUE), 50, 2)
 summarize_rhos(rhos)
 measure_rho_vcov(rhos)