mean_var_score#

mean_var_score(precomputed_params: ndarray, starts: ndarray, ends: ndarray, splits: ndarray) ndarray[source]#

Calculate the score for a change in the mean and/or variance.

Computes the likelihood ratio test for a change in the mean and/or variance of i.i.d. Gaussian data.

Parameters:
precomputed_paramsnp.ndarray

Precomputed parameters from init_mean_var_score.

startsnp.ndarray

Start indices of the intervals to test for a change in the mean.

endsnp.ndarray

End indices of the intervals to test for a change in the mean.

splitsnp.ndarray

Split indices of the intervals to test for a change in the mean.

Returns:
scorenp.ndarray

Scores for a difference in the mean or variance at the given intervals and splits.

Notes

To optimize performance, no checks are performed on (starts, splits, ends).