bcp
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Bcp
Description
Provides an implementation of the product partition model described in Barry and Hartigan (2019) <doi:10.2307/2290726> for the normal errors change point problem using Markov Chain Monte Carlo (MCMC). It also extends the methodology to regression models on a connected graph as reported in Wang and Emerson (2015) <doi:10.48550/arXiv.1509.00817>, allowing estimation of change point models with multivariate responses. Parallel MCMC, previously available in 'bcp' v.3.0.0, is currently not implemented.
Cited in
(32)- vccp
- hdcd
- onlineCOV
- gSeg
- mixR
- CLUES
- A sequential multiple change-point detection procedure via VIF regression
- combinat
- Bayesian loss-based approach to change point analysis
- strucchange
- Segmented
- NMF
- qpcR
- A change point analysis protocol for comparing intracellular transport by different molecular motor combinations
- cpm
- vrtest
- DNAcopy
- VIFCP
- not
- brainGraph
- ecp
- ruptures
- breakfast
- cumSeg
- Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age?
- Nonparametric product partition models for multiple change-points analysis
- changepoint.geo
- fabisearch
- mosum
- fpop
- Consistent two‐stage multiple change‐point detection in linear models
- varTestnlme
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