stan-dev / stan-dev/docs

Dynamic programming version for 2 change pts

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#623 6 comments 0 reactions 0 assignees View on GitHub

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Dominant language
TeX
Stars
43
Forks
133
Avg merge
11h 32m
Merged PRs (30d)
4

Description

In https://mc-stan.org/docs/stan-users-guide/change-point.html there is a dynamic programming version for 1 change pt but not for 2. It's a bit confusing because the text says that in the case of 2 change points the complexity is quadratic. The program following shows cubic complexity, 3 loops of T, since it's not the dynamic programming version.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with the change-point section at https://mc-stan.org/docs/stan-users-guide/change-point.html, comparing the existing one-change-point dynamic-programming version with the two-change-point program described in the issue. Add the missing dynamic-programming treatment and clarify the complexity statement so the example and explanation agree.

Written by the indexing model from the issue text.

Assessment

Tech stack
tex
Domain
documentation
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
42/100

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