BayesChange: Bayesian Methods for Change Points Analysis (original) (raw)
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: | 2.1.3 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp, salso, dplyr, tidyr, ggplot2, ggpubr |
| LinkingTo: | Rcpp, RcppArmadillo, RcppGSL |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-11-11 |
| DOI: | 10.32614/CRAN.package.BayesChange |
| Author: | Luca Danese |
| 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 |
| In views: | TimeSeries |
| CRAN checks: | BayesChange results |
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