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.
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.