bcp: An R Package for Performing a Bayesian Analysis of Change Point Problems
作者： Chandra Erdman , John W. Emerson
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摘要: Barry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide brief summary of selected work on problems, both preceding following Hartigan. outline Hartigan's approach offer new R package, bcp (Erdman Emerson 2007), implementing their analysis. discuss two frequentist alternatives to the analysis, recursive circular binary segmentation algorithm (Olshen Venkatraman 2004) dynamic programming (Bai Perron 2003). illustrate application with economic microarray data from literature.
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