Bayesian Methods for Change Point Analysis
BayesChange: Bayesian Methods for Change Point Analysis
Clustering Epidemiological epidemic_diffusions with common changes in ...
Clustering multivariate times series with common changes in time
Clustering univariate times series with common changes in time
Clustering time dependent observations with common change points.
ClustCpObj class constructor
Detect Change Points on a epidemic diffusion
Detect Change Points on multivariate time series
Detect Change Points on an univariate time series.
Detect change points on time series.
DetectCpObj class constructor
Plot the Posterior Similarity Matrix (PSM) for a ClustCpObj
Plot estimated partition
Plot estimated change points
Estimate the change points of the data
Estimate the change points of the data
set generic
ClustCpObj print method
DetectCpObj print method
Simulate epidemiological data
ClustCpObj summary method
DetectCpObj summary method
Performs change point detection on univariate and multivariate time series (Martínez & Mena, 2014, <doi:10.1214/14-BA878> ; Corradin, Danese & Ongaro, 2022, <doi:10.1016/j.ijar.2021.12.019>) and clusters time-dependent data with common change points (Corradin, Danese, KhudaBukhsh & Ongaro, 2026, <doi:10.1007/s11222-025-10756-x>).
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