bcp (3.0.1)
A Package for Performing a Bayesian Analysis of Change Point Problems.
http://cran.r-project.org/web/packages/bcp
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.
Maintainer:
John W. Emerson
Author(s): Chandra Erdman and John W. Emerson
License: GPL (>= 2)
Uses: foreach, iterators, Rcpp, coda, strucchange
Released about 1 year ago.
