A Package for Performing a Bayesian Analysis of Change Point Problems

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Documentation for package ‘bcp’ version 2.1.3

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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
interval.prob The probability of a change point in a specified interval.
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