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).