mean_cov_score#
- mean_cov_score(precomputed_params: ndarray, starts: ndarray, ends: ndarray, splits: ndarray) ndarray [source]#
Calculate likelihood ratio scores for a change in mean and covariance [1].
- Parameters:
- precomputed_paramsTuple[np.ndarray, np.ndarray, np.ndarray]
Precomputed parameters from init_covariance_score.
- startsnp.ndarray
Start indices of the intervals to test for a change in the covariance.
- endsnp.ndarray
End indices of the intervals to test for a change in the covariance.
- splitsnp.ndarray
Split indices of the intervals to test for a change in the covariance.
- Returns:
- scoresnp.ndarray
Scores for each start, end, split combination.
References
[1]Zamba, K. D., & Hawkins, D. M. (2009). A Multivariate Change-Point Model for Change in Mean Vector and/or Covariance Structure. Journal of Quality Technology, 41(3), 285-303.