Bayesian Online Changepoint Detection

Implements the Bayesian online changepoint detection method by Adams and MacKay (2007) for univariate or multivariate data. Gaussian and Poisson probability models are implemented. Provides post-processing functions with alternative ways to extract changepoints.


Reference manual

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0.1.0 by Andrea Pagotto, 2 months ago

Browse source code at

Authors: Andrea Pagotto

Documentation:   PDF Manual  

GPL-3 license

Imports grid, graphics, grDevices

Suggests testthat, knitr, rmarkdown

See at CRAN