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:exclamation: This is a read-only mirror of the CRAN R package repository. bcp — Bayesian Analysis of Change Point Problems

R 30.68% C++ 69.32%

bcp's Introduction

bcp

bcp is an R package that 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.

To install:

  • the latest released version: install.packages("bcp")
  • the latest development version: install_github("swang87/bcp")

bcp's People

Contributors

jayemerson avatar swang87 avatar chandraerdman avatar

Stargazers

zhihu xu avatar Zhenhao Li avatar Lee Drake avatar

Watchers

James Cloos avatar Lee Drake avatar justiceli avatar hj avatar avatar

Forkers

hjl2014 happypotato 277jah

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