Installation
About
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.
Citation | mcp citation info |
lindeloev.github.io/mcp/ | |
Bug report | File report |
Key Metrics
Downloads
Yesterday | 8 0% |
Last 7 days | 105 -4% |
Last 30 days | 480 +0% |
Last 90 days | 1.492 -11% |
Last 365 days | 6.965 +13% |
Maintainer
Maintainer | Jonas Kristoffer Lindeløv |
Depends
R | ≥ 3.5.0 |