[R] Estimation in a changepoint regression with R

Jay Emerson jayemerson at gmail.com
Fri Oct 16 14:36:15 CEST 2009

Package bcp does Bayesian changepoint analysis, though not in the
general regression
framework.  The most recent reference is Bioinformatics 24(19) 2143-2148; doi:
  10.1093/bioinformatics/btn404; slightly older is JSS 23(3).  Both
reference some
alternatives you might want to consider (including strucchange, among others).


Message: 4
Date: Thu, 15 Oct 2009 03:56:22 -0700 (PDT)
From: FMH <kagba2006 at yahoo.com>
Subject: [R] Estimation in a changepoint regression with R
To: r-help at r-project.org
Message-ID: <365399.56401.qm at web38303.mail.mud.yahoo.com>
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Dear All,

I'm trying to do the estimation in a changepoint regression problem
via R, but never found any suitable function which might help me to do

Could someone give me a hand?on this matter?

Thank you.

John W. Emerson (Jay)
Associate Professor of Statistics
Department of Statistics
Yale University

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