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bcpmeta (version 1.0)

Bayesian Multiple Changepoint Detection Using Metadata

Description

A Bayesian approach to detect mean shifts in AR(1) time series while accommodating metadata (if available). In addition, a linear trend component is allowed.

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Version

Install

install.packages('bcpmeta')

Monthly Downloads

16

Version

1.0

License

GPL (>= 2)

Maintainer

Yingbo Li

Last Published

June 21st, 2014

Functions in bcpmeta (1.0)

simgen

Generate Simulation Data
bcpmeta.parameters

Estimate Model Parameters under a Given Configuration
cp.plot

Plot a Changepoint Configuration
marginal.plot

Plot Posterior Marginal Inclusion Probabilities
bcpmeta-package

Bayesian Multiple Changepoint Detection Using Metadata
bcpmeta.model

Identify the Optimal Changepoint Configuration