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Provides an implementation of the product partition model described in Barry and Hartigan (2019) <doi:10.2307/2290726> for the normal errors change point problem using Markov Chain Monte Carlo (MCMC). It also extends the methodology to regression models on a connected graph as reported in Wang and Emerson (2015) <doi:10.48550/arXiv.1509.00817>, allowing estimation of change point models with multivariate responses. Parallel MCMC, previously available in 'bcp' v.3.0.0, is currently not implemented.
| Version: | 4.0.4 |
| Depends: | graphics, methods, grid |
| Imports: | Rcpp (≥ 0.11.0) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | DNAcopy, coda, strucchange, vegan, ggplot2, igraph |
| Published: | 2026-05-20 |
| DOI: | 10.32614/CRAN.package.bcp |
| Author: | Xiaofei Wang [aut], Chandra Erdman [aut], John W. Emerson [aut], Kaiguang Zhao [aut, cre] |
| Maintainer: | Kaiguang Zhao <zhao.1423 at osu.edu> |
| BugReports: | https://github.com/zhaokg/bcp/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/zhaokg/bcp |
| NeedsCompilation: | yes |
| Citation: | bcp citation info |
| Materials: | README |
| CRAN checks: | bcp results |
| Reference manual: | bcp.html , bcp.pdf |
| Package source: | bcp_4.0.4.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
| Old sources: | bcp archive |
| Reverse suggests: | fPortfolio |
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