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)
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bcpmeta")

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