README.md

BayesMDL

This is an R package to implement our Bayesian Minimum Description Length method to detect multiple changepoints.

Please check out our paper (https://arxiv.org/abs/1511.07238) for details.

Package installation: fist install the devtools package, then

devtools::install_github('YingboLi/BayesMDL')


yingboli/BayesMDL documentation built on May 29, 2019, 12:18 p.m.