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

BridgeChange is a package for uncovering time-varying interaction effects in regression models. It implements change-point analysis using Bayesian Bridge prior where regression parameters (including all possible pairwise interactions) are allowed to change multiple times.

install.packages("remotes")
remotes::install_github("soichiroy/BridgeChange")