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.

Version: 1.7.2
Depends: MASS, Segmentor3IsBack
Published: 2014-01-02
Author: Gregory Nuel and The Minh Luong
Maintainer: The Minh Luong <theminh.luong at clinepi.mcgill.ca>
Contact: Gregory Nuel <nuel@math.cnrs.fr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: GNU make
CRAN checks: postCP results

Downloads:

Reference manual: postCP.pdf
Package source: postCP_1.7.2.tar.gz
MacOS X binary: postCP_1.7.2.tgz
Windows binary: postCP_1.7.2.zip
Old sources: postCP archive