Fix full covariance method and add example

hildensia / bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.

MIT License

670 stars 213 forks source link

Fix full covariance method and add example #10

Closed nariox closed 8 years ago

nariox commented 8 years ago

This fixes the full cov method and adds an example similar to the original ipython notebook. If you prefer, I can merge them separately, but since they are related, I thought it'd be fine to merge them together.

nariox commented 8 years ago

I'll split the pull into "Adding example" and Python 2/3 compatibility.

nariox commented 8 years ago

Sorry for the spamming. I'm not sure how to split the pull request into two. (Is this even possible?)