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R matrix in online_changepoint_detection function #41

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cubesnyc opened this issue Apr 21, 2024 · 0 comments
Open

R matrix in online_changepoint_detection function #41

cubesnyc opened this issue Apr 21, 2024 · 0 comments

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@cubesnyc
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Please correct me if I am wrong.

It seems like the R matrix is conflating the joint probability and the conditional probability. The last step in the iteration turns it into a conditional probability. When you then calculate the growth/changepoint probabilities, you are using the conditional probabilities instead of the joint probabilities as depicted in the paper.

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