bcp
Bayesian Analysis of Change Point Problems
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
4.0.4 |
rolling linux/jammy R-4.5 | bcp_4.0.4.tar.gz |
320.0 KiB |
4.0.4 |
rolling linux/noble R-4.5 | bcp_4.0.4.tar.gz |
323.1 KiB |
4.0.4 |
rolling source/ R- | bcp_4.0.4.tar.gz |
119.1 KiB |
4.0.4 |
latest linux/jammy R-4.5 | bcp_4.0.4.tar.gz |
320.0 KiB |
4.0.4 |
latest linux/noble R-4.5 | bcp_4.0.4.tar.gz |
323.1 KiB |
4.0.4 |
latest source/ R- | bcp_4.0.4.tar.gz |
119.1 KiB |
4.0.4 |
2026-04-23 source/ R- | bcp_4.0.4.tar.gz |
0 B |