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bcp (version 1.7.1)

Bayesian Change Point

Description

An implementation of the Barry and Hartigan (1993) product partition model for the standard change point problem using Markov Chain Monte Carlo.

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Version

Install

install.packages('bcp')

Monthly Downloads

148

Version

1.7.1

License

GPL version 2 or newer

Maintainer

Chandra Erdman

Last Published

August 13th, 2018

Functions in bcp (1.7.1)

RealInt

US Ex-post Real Interest Rate data, 1961(1):1986(3)
plot.bcp

Plotting Bayesian change point results
residuals.bcp

Extract model residuals
coriell

Array CGH data set of Coriell cell lines
fitted.bcp

Extract model fitted values
bcp

Bayesian change point analysis
summary.bcp

Summarizing Bayesian change point results
print.bcp

Summarizing Bayesian change point results