hildensia/bayesian_changepoint_detection

Zero run length probability error

dlabraca opened this issue · 0 comments

When we find the p(r_0 | x_{1:t}) you have

R[0, t+1] = np.sum( R[0:t+1, t] * predprobs * H)

but shouldn't it be

R[0, t+1] = np.sum( R[0:t+1, t] * predprobs[0] * H)

as we calculate the predictive probability assuming no data.