bcp: Bayesian Analysis of Change Point Problems

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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.

Author
Xiaofei Wang, Chandra Erdman, and John W. Emerson
Date of publication
2015-07-15 13:23:42
Maintainer
John W. Emerson <john.emerson@yale.edu>
License
GPL (>= 2)
Version
4.0.0

View on CRAN

Man pages

bcp
Performs a Bayesian analysis of change point problems
bcp-package
Bayesian Analysis of Change Point Problems
coriell
Array CGH data set of Coriell cell lines
fitted.bcp
Extract model fitted values
interval.prob
Estimate the probability of a change point in a specified...
legacyplot
Plotting univariate Bayesian change point results
lombard
Milling machine indentation data
makeAdjGrid
Creating the adjacency structure for grid graphs
NewHavenHousing
New Haven housing data
plot.bcp
Plotting Bayesian change point results
QuebecRivers
Quebec river streamflow data
RealInt
US Ex-post Real Interest Rate data, 1961(1):1986(3)
residuals.bcp
Extract model residuals
summary.bcp
Summarizing Bayesian change point analysis results

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