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:

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