get_simulate

Turn formula_str into a proper R function

internal

Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) <doi:10.31219/osf.io/fzqxv> and generalizes the approach described in Carlin, Gelfand, & Smith (1992) <doi:10.2307/2347570> and Stephens (1994) <doi:10.2307/2986119>.

Jonas Kristoffer Lindel<c3><b8>v

Regression with Multiple Change Points

Jonas Kristoffer Lindeløv

get_simulate function

<dl><dt>formula_str</dt>
<dd>string. Returned by <code>get_formula</code>.</dd>
<dt>nsegments</dt>
<dd>Positive integer. Number of segments, typically <code>nrow(ST)</code>.</dd>
<dt>family</dt>
<dd>One of <code><a href="/link/gaussian()?package=mcp&version=0.3.3" data-mini-rdoc="mcp::gaussian()">gaussian()</a></code>, <code><a href="/link/binomial()?package=mcp&version=0.3.3" data-mini-rdoc="mcp::binomial()">binomial()</a></code>, <code>bernoulli()</code>, or <code>poission()</code>.
Only default link functions are currently supported.</dd>
<dt>par_trials</dt>
<dd>String. For binomial models: name of trials column.</dd>
<dt>pars_pop</dt>
<dd>List of population parameters which the user must provide.</dd>
<dt>pars_varying</dt>
<dd>List varying parameters. They will default to zero
(optional for the user).</dd></dl>

Arguments

Jonas Kristoffer Lindeløv <a href="/link/jonas%40lindeloev.dk?package=mcp&version=0.3.3" data-mini-rdoc="mcp::jonas@lindeloev.dk">jonas@lindeloev.dk</a>

Author

Turn formula_str into a proper R function — get_simulate

<dl>

<dt>formula_str</dt>
<dd>string. Returned by <code>get_formula</code>.</dd>


<dt>nsegments</dt>
<dd>Positive integer. Number of segments, typically <code>nrow(ST)</code>.</dd>


<dt>family</dt>
<dd>One of <code><a href='https://rdrr.io/r/stats/family.html'>gaussian()</a></code>, <code><a href='https://rdrr.io/r/stats/family.html'>binomial()</a></code>, <code>bernoulli()</code>, or <code>poission()</code>.
Only default link functions are currently supported.</dd>


<dt>par_trials</dt>
<dd>String. For binomial models: name of trials column.</dd>


<dt>pars_pop</dt>
<dd>List of population parameters which the user must provide.</dd>


<dt>pars_varying</dt>
<dd>List varying parameters. They will default to zero
(optional for the user).</dd>

</dl>

Jonas Kristoffer Lindeløv <a href='mailto:jonas@lindeloev.dk'>jonas@lindeloev.dk</a>

get_simulate: Turn formula_str into a proper R function

Description

Usage

Value

Arguments

Author