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bcp (version 2.1.1)

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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Version

Install

install.packages('bcp')

Monthly Downloads

148

Version

2.1.1

License

GPL (>= 2)

Maintainer

Chandra Erdman

Last Published

March 25th, 2009

Functions in bcp (2.1.1)

plot.bcp

Plotting Bayesian change point results
RealInt

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

Array CGH data set of Coriell cell lines
residuals.bcp

Extract model residuals
fitted.bcp

Extract model fitted values
bcp

A Package for Performing a Bayesian Analysis of Change Point Problems
print.bcp

Summarizing Bayesian change point results
summary.bcp

Summarizing Bayesian change point results
interval.prob

The probability of a change point in a specified interval.