bcpmeta: Bayesian Multiple Changepoint Detection Using Metadata
Version 1.0

A Bayesian approach to detect mean shifts in AR(1) time series while accommodating metadata (if available). In addition, a linear trend component is allowed.

AuthorYingbo Li
Date of publication2014-06-21 17:24:25
MaintainerYingbo Li <ybli@clemson.edu>
LicenseGPL (>= 2)
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("bcpmeta")

Getting started

Package overview

Popular man pages

bcpmeta.model: Identify the Optimal Changepoint Configuration
bcpmeta-package: Bayesian Multiple Changepoint Detection Using Metadata
bcpmeta.parameters: Estimate Model Parameters under a Given Configuration
cp.plot: Plot a Changepoint Configuration
marginal.plot: Plot Posterior Marginal Inclusion Probabilities
simgen: Generate Simulation Data
See all...

All man pages Function index File listing

Man pages

bcpmeta.model: Identify the Optimal Changepoint Configuration
bcpmeta-package: Bayesian Multiple Changepoint Detection Using Metadata
bcpmeta.parameters: Estimate Model Parameters under a Given Configuration
cp.plot: Plot a Changepoint Configuration
marginal.plot: Plot Posterior Marginal Inclusion Probabilities
simgen: Generate Simulation Data

Functions

bcpmeta Man page
bcpmeta-package Man page
bcpmeta.model Man page Source code
bcpmeta.parameters Man page Source code
cp.plot Man page Source code
lMarLik.EB.normAR Source code
lMarLik.normAR Source code
lMarLik.phi.normAR Source code
loc2dirac Source code
marginal.plot Man page Source code
matA Source code
simgen Man page Source code
up.eta.MH.normAR Source code
up.eta.RS.normAR Source code
up.parameters.EB.normAR Source code
up.parameters.normAR Source code

Files

NAMESPACE
R
R/bcpmeta.model.R
R/bcpmeta.parameters.R
R/bcpmeta-internal.R
R/plots.R
R/simgen.R
R/supportings.R
MD5
DESCRIPTION
man
man/cp.plot.Rd
man/bcpmeta.model.Rd
man/bcpmeta.parameters.Rd
man/bcpmeta-package.Rd
man/marginal.plot.Rd
man/simgen.Rd
bcpmeta documentation built on May 19, 2017, 7:05 a.m.

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