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 <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bcpmeta documentation built on May 29, 2017, 9:30 a.m.