LinearChangePointDetection.__init__

LinearChangePointDetection.__init__(cp_effect_type, cp_effect_param=None, sample_kwargs=None)

Initializes the InterventionTimeEstimator model.

Parameters:

• cp_effect_type (str | list[str]) –

  Optional dictionary that specifies prior parameters for the intervention effects. Expected keys are:

  • ”level”: [mu, sigma]

  • ”trend”: [mu, sigma]

  • ”impulse”: [mu, sigma1, sigma2]

  If a key is missing, the corresponding effect is ignored. If the associated list is incomplete, default values will be used.

• sample_kwargs – Optional dictionary of arguments passed to pm.sample().