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.

Package details

AuthorXiaofei Wang, Chandra Erdman, and John W. Emerson
MaintainerXiaofei Wang <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bcp documentation built on May 2, 2019, 9:16 a.m.