Skip to Content

bcp

A Package for Performing a Bayesian Analysis of Change Point Problems
Chandra Erdman and John W. Emerson
GPL (>= 2)
This package provides an implementation of an approximation to 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 independent multivariate series with an assumed common change point structure.
Versions
Package Version Released
bcp 3.0.1 2 years 26 weeks ago
bcp 3.0.0 3 years 5 weeks ago
bcp 2.2.0 4 years 23 weeks ago
bcp 2.1.3 4 years 34 weeks ago
bcp 2.1.2 4 years 51 weeks ago
bcp 2.1.1
bcp 2.1
bcp 1.8.4
0
Your rating: None
0
Your rating: None