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bcp  

Bayesian Analysis of Change Point Problems
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bcp", "4.0.4")



Attach the package and use:
library("bcp")
Maintained by
Xiaofei Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2006-11-13
Latest Update:
Description:
Provides an implementation of the Barry and Hartigan (1993) product partition model for the normal errors change point problem using Markov Chain Monte Carlo. It also extends the methodology to regression models on a connected graph (Wang and Emerson, 2015); this allows estimation of change point models with multivariate responses. Parallel MCMC, previously available in bcp v.3.0.0, is currently not implemented.
How to cite:
Xiaofei Wang (2006). bcp: Bayesian Analysis of Change Point Problems. R package version 4.0.4, https://cran.r-project.org/web/packages/bcp. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:21), 1.0 (2006-11-13 10:26), 1.1 (2006-11-21 11:58), 1.2 (2006-12-12 09:22), 1.3 (2006-12-14 12:07), 1.4 (2006-12-18 21:49), 1.5 (2007-01-05 14:21), 1.6 (2007-04-13 14:47), 1.7.1 (2007-08-09 15:00), 1.7.2 (2007-10-02 18:49), 1.7 (2007-07-12 18:13), 1.8.1 (2007-11-17 11:43), 1.8.2 (2007-11-20 12:03), 1.8.3 (2007-12-04 09:59), 1.8.4 (2007-12-05 08:55), 1.8.5 (2008-05-16 23:15), 1.8 (2007-11-13 20:31), 2.0 (2008-06-01 20:55), 2.1.1 (2009-03-25 19:01), 2.1.2 (2009-10-26 20:26), 2.1.3 (2010-02-25 12:10), 2.1 (2008-07-16 17:57), 2.2.0 (2010-05-08 09:06), 3.0.0 (2011-09-16 07:52), 3.0.1 (2012-04-19 09:28), 4.0.0 (2015-07-15 13:23), 4.0.1 (2018-04-11 09:05), 4.0.2 (2018-06-08 23:37), 4.0.3 (2018-08-13 21:40)
Other packages that cited bcp R package
View bcp citation profile
Other R packages that bcp depends, imports, suggests or enhances
Complete documentation for bcp
Functions, R codes and Examples using the bcp R package
Some associated functions: NewHavenHousing . QuebecRivers . RealInt . bcp-package . bcp . coriell . fitted.bcp . interval.prob . legacyplot . lombard . makeAdjGrid . plot.bcp . residuals.bcp . summary.bcp . 
Some associated R codes: RcppExports.R . bcp-data.R . bcp-package.R . bcp.R . output.R .  Full bcp package functions and examples
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