find_regimes {bayesdfa}

Fit multiple models with differing numbers of regimes to trend data

Description

Fit multiple models with differing numbers of regimes to trend data

Usage

find_regimes(
  y,
  sds = NULL,
  min_regimes = 1,
  max_regimes = 3,
  iter = 2000,
  thin = 1,
  chains = 1,
  ...
)

Arguments

y

Data, time series or trend from fitted DFA model.

sds

Optional time series of standard deviations of estimates. If passed in, residual variance not estimated.

min_regimes

Smallest of regimes to evaluate, defaults to 1.

max_regimes

Biggest of regimes to evaluate, defaults to 3.

iter

MCMC iterations, defaults to 2000.

thin

MCMC thinning rate, defaults to 1.

chains

MCMC chains; defaults to 1 (note that running multiple chains may result in a "label switching" problem where the regimes are identified with different IDs across chains).

...

Other parameters to pass to rstan::sampling().

Examples

data(Nile)
find_regimes(log(Nile), iter = 50, chains = 1, max_regimes = 2)