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bcp (version 1.8.4)
A Package for Performing a Bayesian Analysis of Change Point Problems
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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Install
install.packages('bcp')
Monthly Downloads
271
Version
1.8.4
License
GPL (>= 2)
Maintainer
Chandra Erdman
Last Published
December 4th, 2007
Functions in bcp (1.8.4)
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plot.bcp
Plotting Bayesian change point results
fitted.bcp
Extract model fitted values
RealInt
US Ex-post Real Interest Rate data, 1961(1):1986(3)
print.bcp
Summarizing Bayesian change point results
residuals.bcp
Extract model residuals
summary.bcp
Summarizing Bayesian change point results
bcp
A Package for Performing a Bayesian Analysis of Change Point Problems
coriell
Array CGH data set of Coriell cell lines