Man pages for jongheepark/BridgeChange
Bayesian Change-point models with Bridge prior for analyzing time-series and panel data.

adaptive.lassoHybrid Approach to Bridge Change Point Model with Fixed...
BreakDiagnosticDetect a break number using different metrics
BridgeChange-packageFit Bayesian Bridge model with Change-points.
BridgeChangeRegBridge Regression with Change-point
BridgeChangeRegHybridHybrid Bridge Regression with Change-point
BridgeChangeSimBridge Regression simulation
BridgeFixedPanelSparse Change Point Model with Fixed Effect
BridgeMixedPanelMixed Effect Panel Model with Change-point
BridgeRandomPanelSparse Change Point Model with Random Effect
coef.BridgeChangeObtain posterior mean of coefficients
dotplotRegimeDraw a plot of covariate-specific time-varying movements
estimate_intercept_regFunction to update intercept
plotWaicDraw a plot of WAIC
sparse_state_sampler_NBNegative Binomial State sampler
WaicCompareCompare Models based on WAIC
jongheepark/BridgeChange documentation built on Jan. 12, 2023, 4:48 p.m.