Prior probability ratios in dependence on both: the time series length m and the segment lengths proportions. Graphical representation of the prior probability ratio between (i) the heterogeneous state consisting of two segments and and (ii) the homogeneous state consisting of one single segment only. The prior probability ratio was defined in (19). For three different lengths of the time series the logarithmic prior probability ratios (vertical axis) between these two states are plotted in dependence on the changepoint location (horizontal axis). (a) BGM model. (b) model.
