Probability under uniform that profiles share same change-point location
Usage
CardE0(n,k,K,unif=TRUE)
Arguments
n
Integer giving length of datasets.
k
Vector of integers giving change-point number of datasets.
K
Vector of integers giving number of segments in segmentation of each profile.
unif
Boolean stating whether prior on segmentation is uniform given K. If false then prior favors segments of equal length.
Value
A numeric object giving the prior probability of E0.
Details
Returns the probability under the uniform that profiles of length n have their k[i]th change-point at same location when segmented into in K[i] segments.
References
Rigaill, Lebarbier & Robin (2012): Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems Statistics and Computing
# probability that two profiles of size 100 have their 1st and second change-point at same location# when segmented into 5 segments: n<-100k<-c(1,3)
K<-c(5,5)
CardE0(n,k,K,TRUE)