bcp: A Package for Performing a Bayesian Analysis of Change Point Problems

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 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: bcp citation info
In views: Bayesian, HighPerformanceComputing
CRAN checks: bcp results

Downloads:

Reference manual: bcp.pdf
Package source: bcp_3.0.1.tar.gz
Windows binaries: r-devel: bcp_3.0.1.zip, r-release: bcp_3.0.1.zip, r-oldrel: bcp_3.0.1.zip
OS X Snow Leopard binaries: r-release: bcp_3.0.1.tgz, r-oldrel: bcp_3.0.1.tgz
OS X Mavericks binaries: r-release: bcp_3.0.1.tgz
Old sources: bcp archive

Reverse dependencies:

Reverse suggests: fPortfolio