MCMCpack (version 1.7-1)

plotHDPChangepoint: Posterior Changepoint Probabilities from HDP-HMM

Description

Plot the posterior density of regime change.

Usage

plotHDPChangepoint(
  mcmcout,
  main = "Posterior Changepoint Probabilities",
  xlab = "Time",
  ylab = "",
  start = 1
)

Arguments

mcmcout

The mcmc object containing the posterior density sample from a changepoint model. Note that this must be from a HDP-HMM sampler.

main

Title of the plot

xlab

Label for the x-axis.

ylab

Label for the y-axis.

start

The time of the first observation to be shown in the time series plot.

See Also

HDPHMMpoisson, HDPHMMnegbin, HDPHSMMnegbin