BayesChange

BayesChange-package

Performs change point detection on univariate and multivariate time series (Martínez &amp; Mena, 2014, tools:::Rd_expr_doi("10.1214/14-BA878") ; Corradin, Danese &amp; Ongaro, 2022, tools:::Rd_expr_doi("10.1016/j.ijar.2021.12.019")) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh &amp; Ongaro, 2026, tools:::Rd_expr_doi("10.1007/s11222-025-10756-x")).

internal

Performs change point detection on univariate and multivariate time series (Martínez & Mena, 2014, <doi:10.1214/14-BA878> ; Corradin, Danese & Ongaro, 2022, <doi:10.1016/j.ijar.2021.12.019>) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh & Ongaro, 2026, <doi:10.1007/s11222-025-10756-x>).

Luca Danese

Bayesian Methods for Change Point Analysis

Riccardo Corradin

Andrea Ongaro

BayesChange-package function

Maintainer: Luca Danese <a href="/link/l.danese1%40campus.unimib.it?package=BayesChange&version=2.3.0" data-mini-rdoc="BayesChange::l.danese1@campus.unimib.it">l.danese1@campus.unimib.it</a> (<a href="https://orcid.org/0000-0001-8444-8563">ORCID</a>) [copyright holder]
Authors:<ul>
<li>Riccardo Corradin</li>
<li>Andrea Ongaro</li>
</ul>

Author

BayesChange: Bayesian Methods for Change Point Analysis — BayesChange-package

Maintainer: Luca Danese <a href='mailto:l.danese1@campus.unimib.it'>l.danese1@campus.unimib.it</a> (<a href='https://orcid.org/0000-0001-8444-8563'>ORCID</a>) [copyright holder]
Authors:<ul>
<li>Riccardo Corradin</li>
<li>Andrea Ongaro</li>
</ul>

BayesChange-package: BayesChange: Bayesian Methods for Change Point Analysis

Description

Arguments

Author

See Also