R: Posterior Changepoint Probabilities from HDP-HMM

plotHDPChangepoint {MCMCpack} | R Documentation

## Posterior Changepoint Probabilities from HDP-HMM

### Description

Plot the posterior density of regime change.

### Usage

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

### Arguments

`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.

### See Also

`HDPHMMpoisson`, `HDPHMMnegbin`, `HDPHSMMnegbin`

[Package MCMCpack version 1.5-0 Index]