bcp-package: Bayesian Analysis of Change Point Problems
In bcp: Bayesian Analysis of Change Point Problems
Description
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 (i) extends the methodology to regression models on a connected graph (Wang and Emerson, 2015) and (ii) allows estimation of change point models with multivariate responses. Parallel MCMC, previously available in bcp v.3.0.0, is currently not implemented.
Author(s)
Xiaofei Wang, Chandra Erdman, and John W. Emerson
bcp documentation built on May 2, 2019, 9:16 a.m.
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Description
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 (i) extends the methodology to regression models on a connected graph (Wang and Emerson, 2015) and (ii) allows estimation of change point models with multivariate responses. Parallel MCMC, previously available in bcp v.3.0.0, is currently not implemented.
Author(s)
Xiaofei Wang, Chandra Erdman, and John W. Emerson
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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