| interval.prob {bcp} | R Documentation |
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.
interval.prob(object, start, end)
object |
the result of a call to |
start |
the starting index of the interval. |
end |
the ending index of the interval. |
For sequential data only, the function returns an estimate of the posterior probability of at least one change point in the specified interval.
return.mcmc must be TRUE.
Xiaofei Wang, Chandra Erdman, and John W. Emerson
##### 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)