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bcp: Bayesian Analysis of Change Point Problems

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

Documentation:

Reference manual: bcp.html , bcp.pdf

Downloads:

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 dependencies:

Reverse suggests: fPortfolio

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bcp to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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