BayesChange-package: BayesChange: Bayesian Methods for Change Points Analysis

In BayesChange: Bayesian Methods for Change Points Analysis

BayesChange: Bayesian Methods for Change Points Analysis

Description

Perform change points detection on univariate and multivariate time series according to the methods presented by Asael Fabian Martínez and Ramsés H. Mena (2014) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/14-BA878")} and Corradin, Danese and Ongaro (2022) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.ijar.2021.12.019")}. It also clusters different types of time dependent data with common change points, see "Model-based clustering of time-dependent observations with common structural changes" (Corradin,Danese,KhudaBukhsh and Ongaro, 2024) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.48550/arXiv.2410.09552")} for details.

Author(s)

Maintainer: Luca Danese [e-mail] (ORCID) [copyright holder]

Authors:

• Riccardo Corradin

• Andrea Ongaro

See Also

Useful links:

• https://github.com/lucadanese/BayesChange

• Report bugs at https://github.com/lucadanese/BayesChange/issues

BayesChange documentation built on June 10, 2025, 9:09 a.m.