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.

Browse man pages Browse package API and functions Browse package files

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("bcp")

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

Functions

NewHavenHousing Man page
QuebecRivers Man page
RealInt Man page
bcp Man page
bcp-package Man page
coriell Man page
fitted.bcp Man page Source code
interval.prob Man page Source code
legacyplot Man page Source code
lombard Man page
makeAdjGrid Man page Source code
plot.bcp Man page Source code
print.bcp Man page Source code
rcpp_bcpM Source code
rcpp_bcpR Source code
rcpp_ppm Source code
rcpp_ppmR Source code
residuals.bcp Man page Source code
summary.bcp Man page Source code

Files

inst
inst/TODO
inst/CITATION
src
src/Makevars
src/Cbcp.cpp
src/CbcpM.cpp
src/CbcpgraphR.cpp
src/Cbcpgraph.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
demo
demo/QuebecRivers.R
demo/coriell.R
demo/NewHaven.R
demo/00Index
demo/Lombard.R
demo/bcpgraph.R
demo/RealInt.R
data
data/RealInt.rda
data/NewHavenHousing.rda
data/QuebecRivers.rda
data/coriell.rda
data/lombard.rda
R
R/bcp.R
R/output.R
R/bcp-package.R
R/RcppExports.R
R/bcp-data.R
README.md
MD5
DESCRIPTION
man
man/bcp-package.Rd
man/coriell.Rd
man/summary.bcp.Rd
man/bcp.Rd
man/interval.prob.Rd
man/makeAdjGrid.Rd
man/lombard.Rd
man/fitted.bcp.Rd
man/residuals.bcp.Rd
man/plot.bcp.Rd
man/QuebecRivers.Rd
man/RealInt.Rd
man/NewHavenHousing.Rd
man/legacyplot.Rd
bcp documentation built on May 19, 2017, 10:14 p.m.