Other packages > Find by keyword >

beast  

Bayesian Estimation of Change-Points in the Slope of Multivariate Time-Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("beast", "1.1")



Attach the package and use:
library("beast")
Maintained by
Panagiotis Papastamoulis
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-29
Latest Update: 2018-03-16
Description:
Assume that a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as a piecewise linear function of time with an unknown number of change-points. The package infers the joint posterior distribution of the number and position of change-points as well as the unknown mean parameters per time-series by MCMC sampling. A-priori, the proposed model uses an overfitting number of mean parameters but, conditionally on a set of change-points, only a subset of them influences the likelihood. An exponentially decreasing prior distribution on the number of change-points gives rise to a posterior distribution concentrating on sparse representations of the underlying sequence, but also available is the Poisson distribution. See Papastamoulis et al (2017) for a detailed presentation of the method.
How to cite:
Panagiotis Papastamoulis (2017). beast: Bayesian Estimation of Change-Points in the Slope of Multivariate Time-Series. R package version 1.1, https://cran.r-project.org/web/packages/beast. Accessed 05 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:21), 1.0 (2017-11-29 20:11), 1.1 (2018-03-16 08:42)
Other packages that cited beast R package
View beast citation profile
Other R packages that beast depends, imports, suggests or enhances
Complete documentation for beast
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

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