3 Multi Switchpoints Approach with PyMC3

Questions
1

Hi there,

I am new to Bayesian programming and trying to develop a multiple switchpoint with PyMC3 using the datasets provided in one of the examples in the book (Probabilistic-Programming-and-Bayesian-Methods-for-Hackers). The SMS messaging example in the book provided a single switchpoint.

I was able to implement two switchpoints in PYMC3 for tau_1 and tau_2, but I am not sure whether the switchpoints are correct.

My code is shared in the link Here

(1) Is there an easy way to plot the multiple switchpoints and test whether they are correct?
(2) How can I improve this model to achieve any number of switchpoints?

2

You might find this post helpful: Switch point Metropolis tuning

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