posterior_estimate

plot_psm

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

BayesChange

Bayesian Methods for Change Point Analysis

Riccardo Corradin

Andrea Ongaro

posterior_estimate function

set generic — posterior_estimate

set generic

posterior_estimate: set generic

Description

Usage

Arguments