gaussian_update {ocp}

Update the gaussian parameters

Description

Updates the parameters of the gaussians based on each possible run length, after taking into consideration the most recent data point

Usage

gaussian_update(datapt, update_params0, update_paramsT, Rlength,
  skippt = FALSE)

Arguments

datapt

the current data point

update_params0

The initialization parameters, corresponding to predicting a changepoint (run length=0)

update_paramsT

The vectors of parameters corresponding to each possible run length, updated with each incoming data point

Rlength

the length of the current vector of possible run lengths

skippt

set to FALSE if not needing to accommodate skipping missed points during the update of parameters

Value

The list of the parameters for gaussians corresponding to each possible runlength up to the current data point. Lengths of vectors should correspond the length of the R vector ("run length vector")