postCP: A package to estimate posterior probabilities and perform model
selection in change-point models using constrained HMM
The functions are used for change-point problems, after an
initial set of change-points within the data has already been
obtained. The function postCP obtains estimates of posterior
probabilities of change-point and hidden states for each
observation, and confidence intervals for the positions of the
change-point. The function postCPsample obtains random samples
of sets of change-points using the output of the postCP
function. Model selection may be performed using function
postCPmodelsel through criteria obtained from function
postCPcrit.
| Version: |
1.7.0 |
| Depends: |
MASS, Segmentor3IsBack, cghseg |
| Published: |
2013-11-28 |
| Author: |
Gregory Nuel and The Minh Luong |
| Maintainer: |
The Minh Luong <luongtm at yahoo.com> |
| Contact: |
Gregory Nuel <gregory.nuel@parisdescartes.fr> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| CRAN checks: |
postCP results |
Downloads: