Hmm this sounds like a pretty difficult problem. My approach would probably fitting many model with different number of switch points (3, 4, …, 5, 6), and use a model selection (LOO or WAIC) to select the best fitted one.
Hmm this sounds like a pretty difficult problem. My approach would probably fitting many model with different number of switch points (3, 4, …, 5, 6), and use a model selection (LOO or WAIC) to select the best fitted one.