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:	1.1.1
Depends:	R (≥ 3.5.0)
Imports:	Rcpp
LinkingTo:	Rcpp, RcppArmadillo, RcppGSL
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2025-02-14
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

Documentation:

Reference manual:	BayesChange.pdf
Vignettes:	tutorial (source, R code)

Downloads:

Package source:	BayesChange_1.1.1.tar.gz
Windows binaries:	r-devel: BayesChange_1.1.1.zip, r-release: BayesChange_1.1.1.zip, r-oldrel: BayesChange_1.1.1.zip
macOS binaries:	r-devel (arm64): BayesChange_1.1.1.tgz, r-release (arm64): BayesChange_1.1.1.tgz, r-oldrel (arm64): BayesChange_1.1.1.tgz, r-devel (x86_64): BayesChange_1.1.1.tgz, r-release (x86_64): BayesChange_1.1.1.tgz, r-oldrel (x86_64): BayesChange_1.1.1.tgz
Old sources:	BayesChange archive

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