PriorDistrib:
Prior distribution of change-point when uniform prior on segmentation
Description
Computes the prior distribution of a given change-point when using a uniform prior on segmentation with known K
Usage
PriorDistrib(n,k,K)
Arguments
n
Integer giving length of dataset.
k
Integer of index of given change-point.
K
Integer giving number of segments in segmentation.
Value
A vector of length n with the change-point distribution.
Details
This function is used to compare prior and posterior change-point distributions.
References
Rigaill, Lebarbier & Robin (2012): Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems Statistics and Computing
Cleynen & Robin (2014): Comparing change-point location in independent series Statistics and Computing