mcp

Regression with Multiple Change Points

CRAN Package

Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) doi:10.31219/osf.io/fzqxv and generalizes the approach described in Carlin, Gelfand, & Smith (1992) doi:10.2307/2347570 and Stephens (1994) doi:10.2307/2986119.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 462 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 33 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
15 downloadsMar 3, 2025
26 downloadsMar 4, 2025
25 downloadsMar 5, 2025
15 downloadsMar 6, 2025
10 downloadsMar 7, 2025
9 downloadsMar 8, 2025
8 downloadsMar 9, 2025
12 downloadsMar 10, 2025
21 downloadsMar 11, 2025
18 downloadsMar 12, 2025
16 downloadsMar 13, 2025
8 downloadsMar 14, 2025
18 downloadsMar 15, 2025
7 downloadsMar 16, 2025
15 downloadsMar 17, 2025
19 downloadsMar 18, 2025
8 downloadsMar 19, 2025
20 downloadsMar 20, 2025
19 downloadsMar 21, 2025
14 downloadsMar 22, 2025
8 downloadsMar 23, 2025
20 downloadsMar 24, 2025
14 downloadsMar 25, 2025
18 downloadsMar 26, 2025
13 downloadsMar 27, 2025
25 downloadsMar 28, 2025
7 downloadsMar 29, 2025
7 downloadsMar 30, 2025
14 downloadsMar 31, 2025
33 downloadsApr 1, 2025
0 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
7
33

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 6,351 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Dec 02, 2024 with 62 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports16 packages
  • Suggests5 packages
  • Reverse Imports1 package