GetModels {bcpa} | R Documentation |
Returns all parameter estimates and log-likelihoods for all possible models at a selected breakpoint. These are:
M0 - all parameters equal
M1 - μ_1 != μ_2
M2 - σ_1 != σ_2
M3 - τ_1 != τ_2
M4 - μ_1 != μ_2 AND σ_1 != σ_2
M5 - μ_1 != μ_2 AND τ_1 != τ_2
M6 - σ_1 != σ_2 AND τ_1 != τ_2
M7 - all parameters unequal
GetModels(x, t, breakpoint, K = 2, tau = TRUE)
x |
vector of time series values. |
t |
vector of times of measurements associated with x. |
breakpoint |
breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value). |
K |
sensitivity parameter. Standard definition of BIC, K = 2. Smaller values of K mean less sensitive selection, i.e. higher likelihood of selecting null (or simpler) models. |
tau |
whether or not to estimate time scale τ (preferred) or autocorrelation ρ. |
Returns a names matrix with 8 rows (one for each model) and
columns: Model
, LL, bic, mu1, s1, rho1, mu2,
s2, rho2
. Fairly self-explanatory. Note that the
rho
columns include the tau
values, if
tau
is TRUE (as it usually should be).
Eliezer Gurarie
Used directly within WindowSweep
. Relies
heavily on GetRho
.