This repo contains code for implementing a Bayesian change-point linear regression models for time series data. The models are relatively simple and it can be really useful for answering questions related to changes in trends over time. Example datasets of global temperature are provided in the data folder. The CPmain.R file calls functions to run the model, run diagnostics and produce results.
Running these models requires JAGS (Just Another Gibbs Sampler) which you can install from here.
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