interval.prob {bcp}R Documentation

Estimate the probability of a change point in a specified interval

Description

The function interval.prob() estimates the probability of at least one change point in the specified interval of sequential observations; it may only be used when return.mcmc=TRUE.

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

For sequential data only, the function returns an estimate of the posterior probability of at least one change point in the specified interval.

Note

return.mcmc must be TRUE.

Author(s)

Xiaofei Wang, 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.0, main="Univariate Change Point Example")
interval.prob(bcp.0, 45, 55)


[Package bcp version 4.0.3 Index]