BridgeChange-package: Fit Bayesian Bridge model with Change-points.

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

Fit Bayesian Bridge model with Change-points.

Description

This package provides Bayesian implementation of Bridge regression with possible change-points. The package supports univariate time-series data as well as panel data with linear and non-linear link functions. In addition to the Gaussian linear models, count and binary outcomes are supported.

Details

Specifically, this package offers the following functions:

• BridgeChangeReg: Univariate Regression with Change-points.

• BridgeFixedPanel: Fixed Effect Panel Regression with Change-points.

Author(s)

Maintainer: Soichiro Yamauchi [e-mail]

Authors:

• Jong Hee Park [e-mail]

jongheepark/BridgeChange documentation built on Jan. 12, 2023, 4:48 p.m.