R: Posterior Changepoint Probabilities from HDP-HMM

plotHDPChangepoint {MCMCpack}

R Documentation

Posterior Changepoint Probabilities from HDP-HMM

Plot the posterior density of regime change.

plotHDPChangepoint(mcmcout, main = "Posterior Changepoint Probabilities",
  xlab = "Time", ylab = "", start = 1)

`mcmcout`	The `mcmc` object containing the posterior density sample from a changepoint model. Note that this must be from a HDP-HMM sampler.
`main`	Title of the plot
`xlab`	Label for the x-axis.
`ylab`	Label for the y-axis.
`start`	The time of the first observation to be shown in the time series plot.