Package: BayesChange 2.0.0

Luca Danese

BayesChange: Bayesian Methods for Change Points Analysis

Perform change points detection on univariate and multivariate time series according to the methods presented by Asael Fabian Martínez and Ramsés H. Mena (2014) <doi:10.1214/14-BA878> and Corradin, Danese and Ongaro (2022) <doi:10.1016/j.ijar.2021.12.019>. It also clusters different types of time dependent data with common change points, see "Model-based clustering of time-dependent observations with common structural changes" (Corradin,Danese,KhudaBukhsh and Ongaro, 2024) <doi:10.48550/arXiv.2410.09552> for details.

Authors:Luca Danese [aut, cre, cph], Riccardo Corradin [aut], Andrea Ongaro [aut]

BayesChange_2.0.0.tar.gz
BayesChange_2.0.0.tar.gz(r-4.5-noble)BayesChange_2.0.0.tar.gz(r-4.4-noble)
BayesChange_2.0.0.tgz(r-4.4-emscripten)BayesChange_2.0.0.tgz(r-4.3-emscripten)
BayesChange.pdf |BayesChange.html
BayesChange/json (API)
NEWS

# Install 'BayesChange' in R:
install.packages('BayesChange', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/lucadanese/bayeschange/issues

Uses libs:
  • openblas– Optimized BLAS
  • gsl– GNU Scientific Library (GSL)
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

openblasgslcppopenmp

3.18 score 446 downloads 11 exports 74 dependencies

Last updated 14 days agofrom:5a9f4136b0. Checks:3 OK. Indexed: no.

TargetResultLatest binary
Doc / VignettesOKMar 12 2025
R-4.5-linux-x86_64OKMar 12 2025
R-4.4-linux-x86_64OKMar 12 2025

Exports:clust_cpclust_cp_epiclust_cp_multiclust_cp_uniClustCpObjdetect_cpdetect_cp_multidetect_cp_uniDetectCpObjposterior_estimatesim_epi_data

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtableisobandlabelinglatticelifecyclelme4magrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpolynompurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRcppGSLRdpackreformulasrlangrstatixsalsoscalesSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithr

BayesChange Tutorial

Rendered fromtutorial.Rmdusingknitr::rmarkdownon Mar 12 2025.

Last update: 2025-03-12
Started: 2025-02-13