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 |
| 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 |