Other packages > Find by keyword >

BCT  

Bayesian Context Trees for Discrete Time Series
View on CRAN: Click here


Download and install BCT package within the R console
Install from CRAN:
install.packages("BCT")

Install from Github:
library("remotes")
install_github("cran/BCT")

Install by package version:
library("remotes")
install_version("BCT", "1.2")



Attach the package and use:
library("BCT")
Maintained by
Valentinian Mihai Lungu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-11-23
Latest Update: 2022-05-12
Description:
An implementation of a collection of tools for exact Bayesian inference with discrete times series. This package contains functions that can be used for prediction, model selection, estimation, segmentation/change-point detection and other statistical tasks. Specifically, the functions provided can be used for the exact computation of the prior predictive likelihood of the data, for the identification of the a posteriori most likely (MAP) variable-memory Markov models, for calculating the exact posterior probabilities and the AIC and BIC scores of these models, for prediction with respect to log-loss and 0-1 loss and segmentation/change-point detection. Example data sets from finance, genetics, animal communication and meteorology are also provided. Detailed descriptions of the underlying theory and algorithms can be found in [Kontoyiannis et al. 'Bayesian Context Trees: Modelling and exact inference for discrete time series.' Journal of the Royal Statistical Society: Series B (Statistical Methodology), April 2022. Available at: [stat.ME], July 2020] and [Lungu et al. 'Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees' [stat.ME], March 2022].
How to cite:
Valentinian Mihai Lungu (2020). BCT: Bayesian Context Trees for Discrete Time Series. R package version 1.2, https://cran.r-project.org/web/packages/BCT. Accessed 11 Mar. 2026.
Previous versions and publish date:
1.0 (2020-11-23 10:20), 1.1 (2020-12-07 23:30), 1.2 (2022-05-12 16:00)
Other packages that cited BCT R package
View BCT citation profile
Other R packages that BCT depends, imports, suggests or enhances
Complete documentation for BCT
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

roptions  
Option Strategies and Valuation
Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Me ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
histogram  
Construction of Regular and Irregular Histograms with Different Options for Automatic Choice of Bins
Automatic construction of regular and irregular histograms as described in Rozenholc/Mildenberger/Ga ...
Download / Learn more Package Citations See dependency  
openNLPdata  
Apache OpenNLP Jars and Basic English Language Models
Apache OpenNLP jars and basic English language models. ...
Download / Learn more Package Citations See dependency  
sorocs  
A Bayesian Semiparametric Approach to Correlated ROC Surfaces
A Bayesian semiparametric Dirichlet process mixtures to estimate correlated receiver operating chara ...
Download / Learn more Package Citations See dependency  
igoR  
Intergovernmental Organizations Database
Tools to extract information from the Intergovernmental Organizations ('IGO') Database , version 3, ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA