bcpmeta: Bayesian Multiple Changepoint Detection Using Metadata

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.

Package details

AuthorYingbo Li
MaintainerYingbo Li <ybli@clemson.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the bcpmeta package in your browser

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

bcpmeta documentation built on May 1, 2019, 6:48 p.m.