hildensia / bayesian_changepoint_detection

Methods to get the probability of a changepoint in a time series.
MIT License
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Added Normal known precision, Poisson distributions + alternate hazard function #23

Open kmsravindra opened 4 years ago

kmsravindra commented 4 years ago

For someone whoever is interested, I have added Normal known precision, poisson distributions in my fork below. Also tried adding another type of hazard function which is normally distributed over time. Usage of the same is updated in Example code as well. Find my fork here - https://github.com/kmsravindra/bayesian_changepoint_detection

hildensia commented 4 years ago

Hi Ravindra,

would you consider to send a pull request? I'm happy to merge into master!

Thanks for the additional features.

Johannes

kmsravindra commented 4 years ago

@hildensia , Sure, will do. Please give me some time.