sampleK: Sample initial number of changepoints.
Description
This function samples the initial number of changepoints from a sparse
Poisson prior.
Usage
sampleK(mini, maxi, lambda, nb)
Arguments
lambda
Parameter of the Poisson distribution.
nb
Number of values to sample.
Value
The sampled number of changepoints.
References
For more information on the prior choice and sampling, see:Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with
Bayesian regularization for inferring gene regulatory networks with
gradually time-varying structure", Machine Learning.