RealInt

<p>US ex-post real interest rate: the three-month treasury bill
deflated by the CPI inflation rate.</p>

datasets

Provides an implementation of the Barry and Hartigan (1993) product
partition model for the normal errors change point problem using Markov Chain
Monte Carlo. It also extends the methodology to regression models on a connected
graph (Wang and Emerson, 2015); this allows estimation of change point models
with multivariate responses. Parallel MCMC, previously available in bcp v.3.0.0,
is currently not implemented.

Xiaofei Wang

Bayesian Analysis of Change Point Problems

RealInt function

<p>A quarterly time series from 1961(1) to 1986(3).</p>

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

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Examples