bcpmeta: Bayesian Multiple Changepoint Detection Using Metadata

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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.

Author
Yingbo Li
Date of publication
2014-06-21 17:24:25
Maintainer
Yingbo Li <ybli@clemson.edu>
License
GPL (>= 2)
Version
1.0

View on CRAN

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

Files in this package

bcpmeta
bcpmeta/NAMESPACE
bcpmeta/R
bcpmeta/R/bcpmeta.model.R
bcpmeta/R/bcpmeta.parameters.R
bcpmeta/R/bcpmeta-internal.R
bcpmeta/R/plots.R
bcpmeta/R/simgen.R
bcpmeta/R/supportings.R
bcpmeta/MD5
bcpmeta/DESCRIPTION
bcpmeta/man
bcpmeta/man/cp.plot.Rd
bcpmeta/man/bcpmeta.model.Rd
bcpmeta/man/bcpmeta.parameters.Rd
bcpmeta/man/bcpmeta-package.Rd
bcpmeta/man/marginal.plot.Rd
bcpmeta/man/simgen.Rd