Bayesian Methods for Change Point Analysis

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Documentation for package ‘BayesChange’ version 2.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

ClustCpObj	ClustCpObj class constructor
clust_cp	Clustering time dependent observations with common change points.
DetectCpObj	DetectCpObj class constructor
detect_cp	Detect change points on time series.
epi_synthetic	Synthetic Epidemiological Time-Series Data
epi_synthetic_multi	Multivariate Synthetic Epidemiological Time-Series Data
eu_inflation	EU Inflation Dataset (Standardized Matrix Form)
plot.ClustCpObj	Plot estimated partition
plot.DetectCpObj	Plot estimated change points
plot_psm.ClustCpObj	Plot the Posterior Similarity Matrix (PSM) for a ClustCpObj
posterior_estimate.ClustCpObj	Estimate the change points of the data
posterior_estimate.DetectCpObj	Estimate the change points of the data
print.ClustCpObj	ClustCpObj print method
print.DetectCpObj	DetectCpObj print method
sim_epi_data	Simulate epidemiological data
stock_multi	Daily Stock Price Dataset (Multivariate Open/Close Series)
stock_uni	Daily Stock Price Dataset (Univariate Mean Series)
summary.ClustCpObj	ClustCpObj summary method
summary.DetectCpObj	DetectCpObj summary method