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.
| Version: |
4.0.4 |
| Depends: |
graphics, methods, grid |
| Imports: |
Rcpp (≥ 0.11.0) |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
DNAcopy, coda, strucchange, vegan, ggplot2, igraph |
| Published: |
2026-05-20 |
| DOI: |
10.32614/CRAN.package.bcp |
| Author: |
Xiaofei Wang [aut],
Chandra Erdman [aut],
John W. Emerson [aut],
Kaiguang Zhao [aut, cre] |
| Maintainer: |
Kaiguang Zhao <zhao.1423 at osu.edu> |
| BugReports: |
https://github.com/zhaokg/bcp/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/zhaokg/bcp |
| NeedsCompilation: |
yes |
| Citation: |
bcp citation info |
| Materials: |
README |
| CRAN checks: |
bcp results |
Documentation:
Downloads:
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