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.
- Version2.1.3
- R version3.5.0
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- Last release11/11/2025
Documentation
Team
Luca Danese
MaintainerShow author detailsAndrea Ongaro
Show author detailsRolesAuthorRiccardo Corradin
Show author detailsRolesAuthor
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