bcpmeta: Bayesian Multiple Changepoint Detection Using Metadata

A Bayesian approach to detect mean shifts in AR(1) time series while accommodating metadata (if available). In addition, a linear trend component is allowed.

Version: 1.0
Depends: R (≥ 2.14.0)
Imports: mvtnorm
Published: 2014-06-21
Author: Yingbo Li
Maintainer: Yingbo Li <ybli at clemson.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: bcpmeta results


Reference manual: bcpmeta.pdf
Package source: bcpmeta_1.0.tar.gz
Windows binaries: r-devel: bcpmeta_1.0.zip, r-release: bcpmeta_1.0.zip, r-oldrel: bcpmeta_1.0.zip
OS X El Capitan binaries: r-release: bcpmeta_1.0.tgz
OS X Mavericks binaries: r-oldrel: bcpmeta_1.0.tgz


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