bcp: Bayesian Analysis of Change Point Problems

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.

Version:	4.0.3
Depends:	graphics, methods, grid
Imports:	Rcpp (≥ 0.9.2)
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	DNAcopy, coda, strucchange, vegan, ggplot2, igraph
Published:	2018-08-13
Author:	Xiaofei Wang, Chandra Erdman, and John W. Emerson
Maintainer:	Xiaofei Wang <xiaofei.wang at yale.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
Citation:	bcp citation info
Materials:	README
In views:	Bayesian, HighPerformanceComputing
CRAN checks:	bcp results

Documentation:

Reference manual:

bcp.pdf

Downloads:

Package source:	bcp_4.0.3.tar.gz
Windows binaries:	r-devel: bcp_4.0.3.zip, r-release: bcp_4.0.3.zip, r-oldrel: bcp_4.0.3.zip
macOS binaries:	r-release (arm64): bcp_4.0.3.tgz, r-oldrel (arm64): bcp_4.0.3.tgz, r-release (x86_64): bcp_4.0.3.tgz, r-oldrel (x86_64): bcp_4.0.3.tgz
Old sources:	bcp archive

Reverse dependencies:

Reverse imports:	PCRedux, phenopix
Reverse suggests:	fPortfolio

Linking:

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