bcp: Bayesian Analysis of Change Point Problems

Provides an implementation of the Barry and Hartigan (1993) product partition model for the normal errors change point problem using Markov Chain Monte Carlo. It also extends the methodology to regression models on a connected graph (Wang and Emerson, 2015); this allows estimation of change point models with multivariate responses. Parallel MCMC, previously available in bcp v.3.0.0, is currently not implemented.

AuthorXiaofei Wang, Chandra Erdman, and John W. Emerson
Date of publication2015-07-15 13:23:42
MaintainerJohn W. Emerson <john.emerson@yale.edu>
LicenseGPL (>= 2)
Version4.0.0

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Files in this package

bcp
bcp/inst
bcp/inst/TODO
bcp/inst/CITATION
bcp/src
bcp/src/Makevars
bcp/src/Cbcp.cpp
bcp/src/CbcpM.cpp
bcp/src/CbcpgraphR.cpp
bcp/src/Cbcpgraph.cpp
bcp/src/Makevars.win
bcp/src/RcppExports.cpp
bcp/NAMESPACE
bcp/demo
bcp/demo/QuebecRivers.R
bcp/demo/coriell.R
bcp/demo/NewHaven.R
bcp/demo/00Index
bcp/demo/Lombard.R
bcp/demo/bcpgraph.R
bcp/demo/RealInt.R
bcp/data
bcp/data/RealInt.rda
bcp/data/NewHavenHousing.rda
bcp/data/QuebecRivers.rda
bcp/data/coriell.rda
bcp/data/lombard.rda
bcp/R
bcp/R/bcp.R bcp/R/output.R bcp/R/bcp-package.R bcp/R/RcppExports.R bcp/R/bcp-data.R
bcp/README.md
bcp/MD5
bcp/DESCRIPTION
bcp/man
bcp/man/bcp-package.Rd bcp/man/coriell.Rd bcp/man/summary.bcp.Rd bcp/man/bcp.Rd bcp/man/interval.prob.Rd bcp/man/makeAdjGrid.Rd bcp/man/lombard.Rd bcp/man/fitted.bcp.Rd bcp/man/residuals.bcp.Rd bcp/man/plot.bcp.Rd bcp/man/QuebecRivers.Rd bcp/man/RealInt.Rd bcp/man/NewHavenHousing.Rd bcp/man/legacyplot.Rd

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