Create a Bayesian Online Changepoint model

Source: R/Ocp.R

Create a Bayesian Online Changepoint model

createOcpModel(tsData, ocpArgs)

Arguments

tsData

The time series data to use for fitting the model

ocpArgs

The OCP linear model arguments. See createSegmentedArgs. for more details.

Details

Create a Bayesian Online Changepoint model using the time-series data and arguments from createSegmentedArgs.