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likelihood-methods

~~ Methods for Function likelihood ~~


Description

~~ Methods for function likelihood ~~

Methods

signature(object = "cpt")

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".


changepoint

Methods for Changepoint Detection

v2.2.2
GPL
Authors
Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Initial release
2016-10-04

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