BayesChange-package {BayesChange} | R Documentation |
BayesChange: Bayesian Methods for Change Points Analysis
Description
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.
Author(s)
Maintainer: Luca Danese l.danese1@campus.unimib.it (ORCID) [copyright holder]
Authors:
Riccardo Corradin
Andrea Ongaro
See Also
Useful links:
Report bugs at https://github.com/lucadanese/BayesChange/issues
[Package BayesChange version 1.1.2 Index]