likelihood-methods

likelihood,cpt-method

~~ Methods for function <code>likelihood</code> ~~

methods

internal

Implements various mainstream and specialised changepoint methods for finding single and multiple changepoints within data.  Many popular non-parametric and frequentist methods are included.  The cpt.mean(), cpt.var(), cpt.meanvar() functions should be your first point of call.

Rebecca Killick

changepoint

Methods for Changepoint Detection

Kaylea Haynes

Idris Eckley

Paul Fearnhead

Robin Long

Jamie Lee

likelihood-methods function

<dl><dt><code>signature(object = "cpt")</code></dt>
<dd>Returns the likelihood of the data with the fitted changepoints, two values are returned, the raw scaled negative likelihood and the scaled negative likelihood + penalty. Only valid for cpttype="mean","variance" or "mean and variance".</dd>
</dl>

Methods

~~ Methods for Function likelihood  ~~ — likelihood-methods

<dl>

<dt><code>signature(object = "cpt")</code></dt>
<dd>Returns the likelihood of the data with the fitted changepoints, two values are returned, the raw scaled negative likelihood and the scaled negative likelihood + penalty. Only valid for cpttype="mean","variance" or "mean and variance".</dd>


</dl>

~~ Methods for Function likelihood  ~~

likelihood-methods: Methods for Function likelihood

Description

Arguments

Methods