Summary method for mich.fit objects — summary.mich.fit • mich

Prints a summary of the resulting fit from calling mich(), including the ELBO for the fitted model, estimated change-points with level-level credible sets.

Usage

# S3 method for class 'mich.fit'
summary(object, level = 0.95, max_length = NULL, ...)

Arguments

object: A mich.fit object. Output of running mich() on a numeric vector or matrix.
level: A scalar. A number between (0,1) indicating the significance level to construct credible sets at.
max_length: An integer. Detection threshold, see mich_sets(). Equal to log(T)^2 by default.
...: Additional arguments to be passed to methods.

Value

A list. A list of summary quantities including:

elbo: The value of the ELBO for the model.
converged: Indicator for whether the model has converged.
level: The significance level used to construct credible sets.
L,K,J: The number of mean-scp, var-scp, and meanvar-scp components included in the model.
mean_cp,var_cp,meanvar_cp: Lists with cp, the estimated change-points, and sets, their corresponding level-level credible sets.