hdbcp: Bayesian Change Point Detection for High-Dimensional Data

Functions implementing change point detection methods using the maximum pairwise Bayes factor approach. Additionally, the package includes tools for generating simulated datasets for comparing and evaluating change point detection techniques.

Getting started

Package details

AuthorJaeHoon Kim [aut, cre], KyoungJae Lee [aut, ths]
MaintainerJaeHoon Kim <jhkimstat@gmail.com>
LicenseGPL-3
Version1.0.0
URL https://github.com/JaeHoonKim98/hdbcp
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hdbcp")

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hdbcp documentation built on April 3, 2025, 7:39 p.m.