BayesChange

Bayesian Methods for Change Points Analysis

CRAN Package

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.

  • Version2.1.0
  • R versionR (≥ 3.5.0)
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release04/28/2025

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  • Imports6 packages
  • Suggests3 packages
  • Linking To3 packages