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Authors: Chandra Erdman, John W. Emerson
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bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems
Reference: Vol. 23, Issue 3, Dec 2007
Submitted 2007-01-02, Accepted 2007-11-27
Type: Article
Abstract:

Barry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide a brief summary of selected work on change point problems, both preceding and following Barry and Hartigan. We outline Barry and Hartigan's approach and offer a new R package, bcp (Erdman and Emerson 2007), implementing their analysis. We discuss two frequentist alternatives to the Bayesian analysis, the recursive circular binary segmentation algorithm (Olshen and Venkatraman 2004) and the dynamic programming algorithm of (Bai and Perron 2003). We illustrate the application of bcp with economic and microarray data from the literature.

Paper: [download]
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bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems
(application/pdf, 342.5 KB)
Supplements: [download]
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bcp_1.8.4.tar.gz: R source package
(application/x-gzip, 59.6 KB)
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v23i03.R: R example code from the paper
(application/zip, 880 Bytes)
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Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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