bcp_wrapper: Bayesian changepoint wrapper (Barry-Hartigan product...

In ggchangepoint: Combines Changepoint Analysis with 'ggplot2'

Bayesian changepoint wrapper (Barry-Hartigan product partition model)

Description

Wraps bcp::bcp(), the MCMC implementation (Erdman and Emerson, 2007) of the Barry and Hartigan (1993) product partition model. The engine returns a posterior probability of a changepoint at every location; locations whose posterior probability reaches prob_threshold are reported as changepoints, and the full probability profile is kept so that ggcpt_posterior() can draw the classic two-panel posterior plot.

Usage

bcp_wrapper(x, prob_threshold = 0.5, burnin = 50, mcmc = 500, seed = NULL, ...)

Arguments

x	A numeric vector.
prob_threshold	Posterior probability cutoff in (0, 1) above which a location is reported as a changepoint. Defaults to 0.5.
burnin	Number of burn-in MCMC iterations. Defaults to 50.
mcmc	Number of post-burn-in MCMC iterations. Defaults to 500.
seed	Optional seed for reproducibility of the MCMC run. The seed is scoped to this call: .Random.seed is saved and restored, so a seeded call inside a simulation loop does not pin the loop's own stream.
...	Additional arguments passed to bcp::bcp().

Value

A ggcpt object. The changepoints tibble carries a posterior_prob column, and the data tibble carries the posterior mean in its fitted column.

References

\insertRef

barry1993bayesianggchangepoint

\insertRef

erdman2007bcpggchangepoint

See Also

Other changepoint engines: beast_wrapper(), bfast_wrapper(), binsegrcpp_wrapper(), bocpd_wrapper(), capa_wrapper(), cpm_wrapper(), cpop_wrapper(), cpt_wrapper(), decafs_wrapper(), ecp_wrapper(), envcpt_wrapper(), esac_wrapper(), fabisearch_wrapper(), fastcpd_wrapper(), fcov_wrapper(), fmean_wrapper(), fpop_wrapper(), geomcp_wrapper(), hdcov_wrapper(), hdreg_wrapper(), idetect_wrapper(), inspect_wrapper(), kcp_wrapper(), kwc_wrapper(), mcp_wrapper(), mosum_wrapper(), network_wrapper(), not_wrapper(), npmojo_wrapper(), nsp_wrapper(), ocd_wrapper(), pilliat_wrapper(), segmented_wrapper(), smuce_wrapper(), sn_wrapper(), strucchange_wrapper(), taylor_wrapper(), tguh_wrapper(), trend_wrapper(), var_wrapper(), wbs2_wrapper(), wbs_wrapper(), wbsts_wrapper()

Examples

res <- bcp_wrapper(c(rnorm(60), rnorm(60, 4)), seed = 2026)
res$changepoints
ggcpt_posterior(res)

ggchangepoint documentation built on Nov. 5, 2026, 9:06 a.m.