bcp (Q26593)
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Bayesian Analysis of Change Point Problems
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | bcp |
Bayesian Analysis of Change Point Problems |
Statements
expanded from: GPL (≥ 2) (English)
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20 May 2026
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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.
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Chandra Erdman
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John W. Emerson
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Identifiers
19 January 2021
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