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: 4.0.0
Depends: graphics, methods, grid
Imports: Rcpp (≥ 0.9.2)
LinkingTo: Rcpp, RcppArmadillo
Suggests: DNAcopy, coda, strucchange, vegan, ggplot2, igraph
Published: 2015-07-15
Author: Xiaofei Wang, Chandra Erdman, and John W. Emerson
Maintainer: John W. Emerson <john.emerson 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


Reference manual: bcp.pdf
Package source: bcp_4.0.0.tar.gz
Windows binaries: r-devel: bcp_4.0.0.zip, r-release: bcp_4.0.0.zip, r-oldrel: bcp_4.0.0.zip
OS X Snow Leopard binaries: r-release: bcp_4.0.0.tgz, r-oldrel: bcp_3.0.1.tgz
OS X Mavericks binaries: r-release: bcp_4.0.0.tgz
Old sources: bcp archive

Reverse dependencies:

Reverse suggests: fPortfolio