Package: bcp 4.0.4
Kaiguang Zhao
bcp: Bayesian Analysis of Change Point Problems
Provides an implementation of the product partition model described in Barry and Hartigan (2019) <doi:10.2307/2290726> for the normal errors change point problem using Markov Chain Monte Carlo (MCMC). It also extends the methodology to regression models on a connected graph as reported in Wang and Emerson (2015) <doi:10.48550/arXiv.1509.00817>, allowing estimation of change point models with multivariate responses. Parallel MCMC, previously available in 'bcp' v.3.0.0, is currently not implemented.
Authors:
bcp_4.0.4.tar.gz
bcp_4.0.4.tar.gz(r-4.7-arm64)bcp_4.0.4.tar.gz(r-4.7-x86_64)bcp_4.0.4.tar.gz(r-4.6-arm64)bcp_4.0.4.tar.gz(r-4.6-x86_64)
bcp_4.0.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
bcp/json (API)
| # Install 'bcp' in R: |
| install.packages('bcp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/zhaokg/bcp/issues
- coriell - Array CGH data set of Coriell cell lines
- lombard - Milling machine indentation data
- NewHavenHousing - New Haven housing data
- QuebecRivers - Quebec river streamflow data
- RealInt - US Ex-post Real Interest Rate data, 1961
Last updated from:fef27f979a. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 152 | ||
| linux-devel-x86_64 | OK | 153 | ||
| source / vignettes | OK | 213 | ||
| linux-release-arm64 | OK | 146 | ||
| linux-release-x86_64 | OK | 163 | ||
| wasm-release | OK | 146 |
Exports:bcpinterval.problegacyplotmakeAdjGrid
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bayesian Analysis of Change Point Problems | bcp-package |
| Performs a Bayesian analysis of change point problems | bcp |
| Array CGH data set of Coriell cell lines | coriell |
| Extract model fitted values | fitted.bcp |
| Estimate the probability of a change point in a specified interval | interval.prob |
| Plotting univariate Bayesian change point results | legacyplot |
| Milling machine indentation data | lombard |
| Creating the adjacency structure for grid graphs | makeAdjGrid |
| New Haven housing data | NewHavenHousing |
| Plotting Bayesian change point results | plot.bcp |
| Quebec river streamflow data | QuebecRivers |
| US Ex-post Real Interest Rate data, 1961(1):1986(3) | RealInt |
| Extract model residuals | residuals.bcp |
| Summarizing Bayesian change point analysis results | print.bcp summary.bcp |
