This package provides an implementation of an approximation to the Barry and Hartigan (1993) product partition model for the normal errors change point problem using Markov Chain Monte Carlo. It also extends the methodology to independent multivariate series with an assumed common change point structure.
| Version: | 3.0.1 |
| Depends: | methods, stats, graphics, foreach, iterators, grid, Rcpp (≥ 0.9.2) |
| LinkingTo: | Rcpp |
| Suggests: | DNAcopy, coda, strucchange |
| Published: | 2012-04-19 |
| Author: | Chandra Erdman and John W. Emerson |
| Maintainer: | John W. Emerson <john.emerson at yale.edu> |
| License: | GPL (≥ 2) |
| Citation: | bcp citation info |
| In views: | Bayesian, HighPerformanceComputing |
| CRAN checks: | bcp results |
| Package source: | bcp_3.0.1.tar.gz |
| MacOS X binary: | bcp_3.0.1.tgz |
| Windows binary: | bcp_3.0.1.zip |
| Reference manual: | bcp.pdf |
| Old sources: | bcp archive |