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.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Shi, Xiaoping; Wang, Xiang-Sheng; Wei, Dongwei; Wu, Yuehua: A sequential multiple change-point detection procedure via VIF regression (2016)
- Kelly, Morgan; Gráda, Cormac Ó.: Change points and temporal dependence in reconstructions of annual temperature: did Europe experience a little ice age? (2014)