StepSignalMargiLike - Step-Wise Signal Extraction via Marginal Likelihood
Provides function to estimate multiple change points using marginal likelihood method. See the Manual file in data folder for a detailed description of all functions, and a walk through tutorial. For more information of the method, please see Du, Kao and Kou (2016) <doi:10.1080/01621459.2015.1006365>.
Last updated 7 years ago
cpp
1.51 score 32 scripts 151 downloadsHMMmlselect - Determine the Number of States in Hidden Markov Models via Marginal Likelihood
Provide functions to make estimate the number of states for a hidden Markov model (HMM) using marginal likelihood method proposed by the authors. See the Manual.pdf file a detail description of all functions, and a detail tutorial.
Last updated 5 years ago
cpp
1.11 score 1 stars 13 scripts 279 downloads