unpack_varying_term

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

unpack_varying_term function

<dl><dt>term</dt>
<dd>A character, e.g., "x", "I(x^2)", or "log(x)".</dd>
<dt>i</dt>
<dd>Segment number (integer)</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

Unpack varying effects — unpack_varying_term

<dl>

<dt>term</dt>
<dd>A character, e.g., "x", "I(x^2)", or "log(x)".</dd>


<dt>i</dt>
<dd>Segment number (integer)</dd>

</dl>

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

unpack_varying_term: Unpack varying effects

Description

Usage

Value

Arguments

Author