| poissonProb {ocp} | R Documentation |
Compute predictive probabilities based on Poisson
Description
Compute the probability of observing the current point, given the current parameters of the poisson for each possible run length. Returns a vector of predictive probabilities from each possible run length, the parameters of the poisson, the most likely lambda of the current poisson, and the current point.
Usage
poissonProb(update_params0, update_paramsT, datapt, time, cps, missPts,
Rlength, skippt = FALSE)
Arguments
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 |
datapt |
the current data point |
time |
the number of time points passed so far |
cps |
the current most likely list of changepoints |
missPts |
the method set to handle missing points |
Rlength |
the length of the current vector of possible run lengths |
skippt |
If the current point should be skipped in the updating because it was missing, and missPts was set to skip |
Value
Returns a vector of predictive probabilities from each possible run length, the parameters of the gaussian, the most likely mean of the current gaussian, and the current point.