bcpmeta: Bayesian Multiple Changepoint Detection Using Metadata

A Bayesian approach to detect mean shifts in AR(1) time series while accommodating metadata (if available). In addition, a linear trend component is allowed.

Version: 1.0
Depends: R (≥ 2.14.0)
Imports: mvtnorm
Published: 2014-06-21
Author: Yingbo Li
Maintainer: Yingbo Li <ybli at clemson.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: bcpmeta results

Downloads:

Reference manual: bcpmeta.pdf
Package source: bcpmeta_1.0.tar.gz
Windows binaries: r-devel: bcpmeta_1.0.zip, r-release: bcpmeta_1.0.zip, r-oldrel: bcpmeta_1.0.zip
macOS binaries: r-release: bcpmeta_1.0.tgz, r-oldrel: bcpmeta_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bcpmeta to link to this page.