bcp (2.1.2)

A Package for Performing a Bayesian Analysis of Change Point Problems.

http://cran.r-project.org/web/packages/bcp

An implementation of an approximation to the Barry and Hartigan (1993) product partition model for the standard change point problem using Markov Chain Monte Carlo.

Maintainer: Chandra Erdman
Author(s): Chandra Erdman and John W. Emerson

License: GPL (>= 2)

Uses: nws
Reverse suggests: fPortfolio

Released about 10 years ago.