Implementation of the univariate Mean-SCP model from Berlind, Cappello, and
Madrid Padilla (2025). The function mean_scp() takes a length \(T\)
vector \(y_{1:T}\) with a single mean change and returns the posterior
distribution of the change-point.
Usage
mean_scp(y, lambda, omega, log_pi)
Arguments
- y
A numeric vector. \(T\) observations with a single variance
change.
- lambda
A numeric vector. Precision vector of y.
- omega
A positive scalar. Prior precision parameter.
- log_pi
A numeric vector. Vector of log prior probabilities for the
location of the change-point.
Value
A list. A list of posterior parameters including the mean b_bar,
precision omega_bar, and posterior probabilities of the change-point
location pi_bar.
