bcp: Bayesian Analysis of Change Point Problems
Version 4.0.0

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
Date of publication2015-07-15 13:23:42
MaintainerJohn W. Emerson <john.emerson@yale.edu>
LicenseGPL (>= 2)
Version4.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bcp")

Try the bcp package in your browser

Any scripts or data that you put into this service are public.

bcp documentation built on May 29, 2017, 11:42 p.m.