Plot the posterior probability that each time point is in each state.
plotState(
mcmcout,
main = "Posterior Regime Probability",
ylab = expression(paste("Pr(", S[t], "= k |", Y[t], ")")),
legend.control = NULL,
cex = 0.8,
lwd = 1.2,
start = 1
)
The mcmc
object containing the posterior density
sample from a changepoint model. Note that this must have a
prob.state
attribute.
Title of the plot.
Label for the y-axis.
Control the location of the legend. It is necessary
to pass both the x and y locations; i.e., c(x,y)
.
Control point size.
Line width parameter.
The time of the first observation to be shown in the time series plot.
MCMCpoissonChange
, MCMCbinaryChange