bcp: Bayesian Analysis of Change Point Problems
Provides an implementation of the Barry and Hartigan (1993) product
partition model for the normal errors change point problem using Markov Chain
Monte Carlo. It also extends the methodology to regression models on a connected
graph (Wang and Emerson, 2015); this allows estimation of change point models
with multivariate responses. Parallel MCMC, previously available in bcp v.3.0.0,
is currently not implemented.
| Version: |
4.0.3 |
| Depends: |
graphics, methods, grid |
| Imports: |
Rcpp (≥ 0.9.2) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
DNAcopy, coda, strucchange, vegan, ggplot2, igraph |
| Published: |
2018-08-13 |
| Author: |
Xiaofei Wang, Chandra Erdman, and John W. Emerson |
| Maintainer: |
Xiaofei Wang <xiaofei.wang at yale.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Citation: |
bcp citation info |
| Materials: |
README |
| In views: |
Bayesian, HighPerformanceComputing |
| CRAN checks: |
bcp results |
Downloads:
Reverse dependencies:
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