EBSPriorProfiles:
Matrix of prior values for each interval
Description
Computes the matrix of indexes nr (values associated to prior on segmentation) for each segment r.
Usage
EBSPriorProfiles(n=numeric(), K = 3, unif=TRUE)
Arguments
n
The size of the series.
K
A vector of size the number of series which elements are the maximum number of segments that will be considered for each profile.
unif
A boolean stating whether the uniform prior will be used for the segmentation.
Value
An object of class EBSProfiles with values associated to prior on segmentation.
Details
This function is used to compute the values associated with the prior on the segmentation to use in computations such as ICL.
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