A Package for Performing a Bayesian Analysis of Change Point Problems

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Documentation for package ‘bcp’ version 2.0

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bcp A Package for Performing a Bayesian Analysis of Change Point Problems
coriell Array CGH data set of Coriell cell lines
fitted.bcp Extract model fitted values
plot.bcp Plotting Bayesian change point results
print.bcp Summarizing Bayesian change point results
RealInt US Ex-post Real Interest Rate data, 1961(1):1986(3)
residuals.bcp Extract model residuals
summary.bcp Summarizing Bayesian change point results