A Brief Introduction to the Matlab package StepSignalMargiLike
نویسندگان
چکیده
This article contains a short introduction to the Matlab package for estimating change-points in stepwise signals. In the first section, we will outline the theoretical framework of the marginal Likelihood estimator as formulated in Du, Kao and Kou (2015). The second section contains a brief introduction of the Matlab-implementation of this method. In the third section, we will demonstrate the package with a walk-through example.
منابع مشابه
A Brief Introduction to the R package StepSignalMargiLike
This article contains a short introduction to the R package StepSignalMargiLike for estimating change-points in stepwise signals. In the first section, we will outline the theoretical framework of the marginal Likelihood estimator as formulated in Du, Kao and Kou (2015). The second section contains a brief introduction of the R-implementation of this method as seen in package StepSignalMargiLik...
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