BayesChange: Bayesian Methods for Change Point Analysis
Performs change point detection on univariate and multivariate time series (MartÃnez & Mena, 2014, <doi:10.1214/14-BA878> ; Corradin, Danese & Ongaro, 2022, <doi:10.1016/j.ijar.2021.12.019>) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh & Ongaro, 2026, <doi:10.1007/s11222-025-10756-x>).
| Version: |
2.3.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rcpp, salso, dplyr, tidyr, ggplot2, ggpubr, coda, rlang, reshape2 |
| LinkingTo: |
Rcpp, RcppArmadillo, RcppGSL |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2026-03-06 |
| DOI: |
10.32614/CRAN.package.BayesChange |
| Author: |
Luca Danese  [aut,
cre, cph],
Riccardo Corradin [aut],
Andrea Ongaro [aut] |
| Maintainer: |
Luca Danese <l.danese1 at campus.unimib.it> |
| BugReports: |
https://github.com/lucadanese/BayesChange/issues |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/lucadanese/BayesChange |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
BayesChange results |
Documentation:
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