bcp (2.1.3)

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


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 almost 10 years ago.