Prior probability ratios between the heterogeneous and the homogeneous state for (i) varying time series length ((a) and (b)) and (ii) varying segment length proportions ((c) and (d)). (a) and (b): prior probability ratio between (i) the heterogeneous state that consists of two equally-spaced segments and and (ii) the homogeneous state consisting of one single segment . The prior probability ratios (vertical axis) are plotted in dependence on the time series length (horizontal axis). The prior probability ratio was defined in (19). For clarity the logarithmic prior probability ratios are plotted in (b). (c) and (d): prior probability ratio for a time series of length between (i) the heterogeneous state with two segments and and (ii) the homogeneous state consisting of one single segment only. The prior probability ratios (vertical axis) are plotted in dependence on the changepoint location (horizontal axis). For the sake of clarity the logarithmic prior probability ratios are plotted in (b). See text for further details.
