Max_logliklihood

flogliklihood

this function use the maximum log likelihood algorithm

For Detection of onset of change
It assume an inhomogeneous Poisson
process that has a constant intensity
?0 until the change point, and a
constant intensity ?1 thereafter.
(step function where ?0 and ?1 are unknown)

A is a random variable distributed or a distribution function

start and end are the range in which you look for the point change

the output give the index of the vector that marks the start and end of

Based on Yaacov et.al. 2002

Example,

function[rng]=flogliklihood(A,start,end);