BayesChange

MaRDI QIDQ7380111CRANFDO

Authors Luca Danese, Riccardo Corradin, Andrea Ongaro

Last update 6 March 2026

Copyright license GNU General Public License

Software version identifier 1.1.0, 1.1.1, 1.1.2, 2.0.0, 2.1.0, 2.1.1, 2.1.2, 2.1.3, 2.2.0, PACKAGES.rds, 2.3.0

Description

Performs change point detection on univariate and multivariate time series (Martínez & Mena, 2014, <doi:10.1214/14-BA878> ; Corradin, Danese & Ongaro, 2022, <doi:10.1016/j.ijar.2021.12.019>) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh & Ongaro, 2026, <doi:10.1007/s11222-025-10756-x>).

Cites work

• Bayesian nonparametric change point detection for multivariate time series with missing observations
• Model-based clustering of time-dependent observations with common structural changes
• On a nonparametric change point detection model in Markovian regimes

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