A package to estimate posterior probabilities and perform model selection in change-point models using constrained HMM.

Documentation for package ‘postCP’ version 1.6.3

GreedySegmente	Greedy segmentation of change-point data.
lesum	Log of sum of exponentials.
mleNB	Maximum likelihood estimation of negative binomial data.
plot.postCP	Plot method for postCP.
postCP	Characterize uncertainty in change-point estimates.
postCP.default	Characterize uncertainty in change-point estimates.
postCPcrit	Estimate model selection criteria in change-point model.
postCPmodelsel	Model selection for change-point data.
postCPsample	Resampling of change-point data.
postCPsample.default	Resampling of change-point data.
print.postCP	Characterize uncertainty in change-point estimates.
print.postCPsample	Resampling of change-point data.
viterbi	Most probable set of change-points through Viterbi algorithm.