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bcp (version 2.1.2)

A Package for Performing a Bayesian Analysis of Change Point Problems

Description

An implementation of an approximation to 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

2.1.2

License

GPL (>= 2)

Maintainer

Chandra Erdman

Last Published

October 26th, 2009

Functions in bcp (2.1.2)

interval.prob

The probability of a change point in a specified interval.
coriell

Array CGH data set of Coriell cell lines
RealInt

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

Extract model fitted values
plot.bcp

Plotting Bayesian change point results
residuals.bcp

Extract model residuals
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