/BayesianBlocks-RPackage

NASA Ames research project. An algorithm for optimal piecewise segmentation of non-homogeneous Poisson process data

Primary LanguageR

Bayesian Blocks

This R package extends Jeff Scargle's Bayesian Blocks, an algorithm for optimal piecewise segmentation of non-homogeneous Poisson process data. The extensions allow for block segmentations to have non-constant intensities. Depending on the assumptions of the dataset, block segmentations can be allowed to take on power and exponential function shapes.

screenshot

Special thanks to Dr. Jeff Scargle at NASA Ames and Dr. Brad Jackson at SJSU.

Demo

To play around with a demo of how this algorithm works, click the following link for an R Shiny web app. https://rshiroma.shinyapps.io/bayesianblocks2/

Derivation Documentation

See pages 62-84 titled "Generalized Block Shapes" in our draft paper

https://github.com/ryanshiroma/BayesianBlocks-RPackage/raw/master/camcos2017draft.pdf