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bcpmeta (version 1.0)
Bayesian Multiple Changepoint Detection Using Metadata
Description
A Bayesian approach to detect mean shifts in AR(1) time series while accommodating metadata (if available). In addition, a linear trend component is allowed.
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Version
Version
1.0
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Install
install.packages('bcpmeta')
Monthly Downloads
13
Version
1.0
License
GPL (>= 2)
Maintainer
Yingbo Li
Last Published
June 21st, 2014
Functions in bcpmeta (1.0)
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simgen
Generate Simulation Data
bcpmeta.parameters
Estimate Model Parameters under a Given Configuration
cp.plot
Plot a Changepoint Configuration
marginal.plot
Plot Posterior Marginal Inclusion Probabilities
bcpmeta-package
Bayesian Multiple Changepoint Detection Using Metadata
bcpmeta.model
Identify the Optimal Changepoint Configuration