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BayesChange  

Bayesian Methods for Change Point Analysis
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("BayesChange", "2.2.0")



Attach the package and use:
library("BayesChange")
Maintained by
Luca Danese
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-02-13
Latest Update: 2025-04-28
Description:
Perform change points detection on univariate and multivariate time series according to the methods presented by Asael Fabian Martínez and Ramsés H. Mena (2014) <doi:10.1214/14-BA878> and Corradin, Danese and Ongaro (2022) <doi:10.1016/j.ijar.2021.12.019>. It also clusters different types of time dependent data with common change points, see "Model-based clustering of time-dependent observations with common structural changes" (Corradin,Danese,KhudaBukhsh and Ongaro, 2024) <doi:10.48550/arXiv.2410.09552> for details.
How to cite:
Luca Danese (2025). BayesChange: Bayesian Methods for Change Point Analysis. R package version 2.2.0, https://cran.r-project.org/web/packages/BayesChange. Accessed 26 Jun. 2026.
Previous versions and publish date:
1.1.0 (2025-02-13 11:30), 1.1.1 (2025-02-15 00:00), 1.1.2 (2025-02-21 12:00), 2.0.0 (2025-03-12 12:20), 2.1.0 (2025-04-28 13:00), 2.1.1 (2025-10-17 22:20), 2.1.2 (2025-11-05 12:50), 2.1.3 (2025-11-11 15:30), 2.2.0 (2026-01-14 17:30)
Other packages that cited BayesChange R package
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Complete documentation for BayesChange
Functions, R codes and Examples using the BayesChange R package
Full BayesChange package functions and examples
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