beast_wrapper: BEAST wrapper: Bayesian estimation of abrupt change,...

In ggchangepoint: Combines Changepoint Analysis with 'ggplot2'

BEAST wrapper: Bayesian estimation of abrupt change, seasonality, and trend

Description

Wraps Rbeast::beast() (Zhao et al., 2019), a Bayesian model-averaging ensemble that estimates the number and location of trend changepoints together with their posterior occurrence probabilities. Locations whose posterior probability reaches prob_threshold are reported; the probability profile renders via ggcpt_posterior().

Usage

beast_wrapper(x, prob_threshold = 0.5, seed = NULL, ...)

Arguments

x	A numeric vector (treated as a non-seasonal series).
prob_threshold	Posterior probability cutoff in (0, 1) above which a candidate trend changepoint is reported. Defaults to 0.5.
seed	Optional seed for the engine's MCMC sampler (passed to Rbeast::beast() as mcmc.seed). 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 Rbeast::beast().

Value

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

References

\insertRef

zhao2019beastggchangepoint

See Also

Other changepoint engines: bcp_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

# try(): Rbeast intermittently returns an all-NaN fit and the condition
# can persist for a session, so a check must not fail on it; the
# wrapper reports it by name when it happens.
res <- try(beast_wrapper(c(rnorm(60), rnorm(60, 4)), seed = 2026),
           silent = TRUE)
if (!inherits(res, "try-error")) res$changepoints

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