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mcp  

Regression with Multiple Change Points
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mcp", "0.3.4")



Attach the package and use:
library("mcp")
Maintained by
Jonas Kristoffer Lindeløv
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-01-09
Latest Update: 2023-03-22
Description:
Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindel
How to cite:
Jonas Kristoffer Lindeløv (2020). mcp: Regression with Multiple Change Points. R package version 0.3.4, https://cran.r-project.org/web/packages/mcp
Previous versions and publish date:
0.2.0 (2020-01-09 17:30), 0.3.0 (2020-08-03 11:30), 0.3.1 (2021-11-17 17:50), 0.3.2 (2022-02-18 09:30), 0.3.3 (2023-03-22 10:10)
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