BayesChange: Bayesian Methods for Change Points Analysis
Perform change points detection on univariate and multivariate time series according to the methods presented by Asael Fabian Martínez and Ramsés H. Mena (2014) <doi:10.1214/14-BA878> and Corradin, Danese and Ongaro (2022) <doi:10.1016/j.ijar.2021.12.019>. It also clusters different types of time dependent data with common change points, see "Model-based clustering of time-dependent observations with common structural changes" (Corradin,Danese,KhudaBukhsh and Ongaro, 2024) <doi:10.48550/arXiv.2410.09552> for details.
| Version: | 1.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo, RcppGSL |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-02-13 |
| DOI: | 10.32614/CRAN.package.BayesChange |
| Author: | Luca Danese  [aut,
cre, cph],
Riccardo Corradin [aut],
Andrea Ongaro [aut] |
| Maintainer: | Luca Danese <l.danese1 at campus.unimib.it> |
| BugReports: | https://github.com/lucadanese/BayesChange/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/lucadanese/BayesChange |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | BayesChange results [issues need fixing before 2025-02-27] |
Documentation:
| Reference manual: | BayesChange.pdf |
| Vignettes: |
tutorial (source, R code) |
Downloads:
| Package source: | BayesChange_1.1.0.tar.gz |
| Windows binaries: | r-devel: BayesChange_1.1.0.zip, r-release: not available, r-oldrel: BayesChange_1.1.0.zip |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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