Package: mcp 0.3.4

mcp: Regression with Multiple Change Points

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 Lindeløv (submitted) <doi:10.31219/osf.io/fzqxv> and generalizes the approach described in Carlin, Gelfand, & Smith (1992) <doi:10.2307/2347570> and Stephens (1994) <doi:10.2307/2986119>.

Authors:Jonas Kristoffer Lindeløv [aut, cre]

mcp_0.3.4.tar.gz
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mcp.pdf |mcp.html
mcp/json (API)
NEWS

# Install 'mcp' in R:
install.packages('mcp', repos = c('https://lindeloev.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/lindeloev/mcp/issues

Uses libs:
  • jags– Just Another Gibbs Sampler for Bayesian MCMC
  • c++– GNU Standard C++ Library v3
Datasets:
  • demo_fit - Example 'mcpfit' for examples

On CRAN:

6.41 score 106 stars 1 packages 81 scripts 483 downloads 20 exports 65 dependencies

Last updated 2 months agofrom:e5b1370879. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 29 2024
R-4.5-winOKOct 29 2024
R-4.5-linuxOKOct 29 2024
R-4.4-winOKOct 29 2024
R-4.4-macOKOct 29 2024
R-4.3-winOKOct 29 2024
R-4.3-macOKOct 29 2024

Exports:bernoullicriterionexponentialfixefget_segment_tablehypothesisilogitis.mcpfitlogitloomcpmcp_examplenegbinomialphiplot_parspp_checkprobitranefsd_to_precwaic

Dependencies:abindarrayhelpersbackportsbayesplotcheckmateclicodacodetoolscolorspacecpp11digestdistributionaldplyrfansifarverfuturefuture.applygenericsggdistggplot2ggridgesglobalsgluegtableisobandlabelinglatticelifecyclelistenvloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivparallellypatchworkpillarpkgconfigplyrposteriorpurrrquadprogR6RColorBrewerRcppreshape2rjagsrlangscalesstringistringrsvUnittensorAtibbletidybayestidyrtidyselectutf8vctrsviridisLitewithr