postCP: A package to estimate posterior probabilities and perform model
selection in change-point models using constrained HMM
The functions are used for change-point problems, after an initial set of change-points within the data has already been obtained. The function postCP obtains estimates of posterior probabilities of change-point and hidden states for each observation, and confidence intervals for the positions of the change-point. The function postCPsample obtains random samples of sets of change-points using the output of the postCP function. Model selection may be performed using function postCPmodelsel through criteria obtained from function postCPcrit.
||Gregory Nuel and The Minh Luong|
||The Minh Luong <theminh.luong at clinepi.mcgill.ca>|
||Gregory Nuel <firstname.lastname@example.org>|
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|