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Editors-in-chief: Bettina GrĂ¼n, Edzer Pebesma & Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems | Erdman | Journal of Statistical Software
Authors: Chandra Erdman, John W. Emerson
Title: bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems
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.

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Paper: bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems     Download PDF (Downloads: 4967)
Supplements:
bcp_1.8.4.tar.gz: R source package Download (Downloads: 1341; 59KB)
v23i03.R.zip: v23i03.R: R example code from the paper Download (Downloads: 1410; 880B)

DOI: 10.18637/jss.v023.i03

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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.