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'))

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

Pkgdown site:https://lindeloev.github.io

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:

Conda:

jagscpp

6.74 score 108 stars 1 packages 85 scripts 475 downloads 4 mentions 20 exports 65 dependencies

Last updated 6 months agofrom:e5b1370879. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 26 2025
R-4.5-winOKMar 26 2025
R-4.5-macOKMar 26 2025
R-4.5-linuxOKMar 26 2025
R-4.4-winOKMar 26 2025
R-4.4-macOKMar 26 2025
R-4.4-linuxOKMar 26 2025
R-4.3-winOKMar 26 2025
R-4.3-macOKMar 26 2025

Exports:bernoullicriterionexponentialfixefget_segment_tablehypothesisilogitis.mcpfitlogitloomcpmcp_examplenegbinomialphiplot_parspp_checkprobitranefsd_to_precwaic

Dependencies:abindarrayhelpersbackportsbayesplotcheckmateclicodacodetoolscolorspacecpp11digestdistributionaldplyrfansifarverfuturefuture.applygenericsggdistggplot2ggridgesglobalsgluegtableisobandlabelinglatticelifecyclelistenvloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivparallellypatchworkpillarpkgconfigplyrposteriorpurrrquadprogR6RColorBrewerRcppreshape2rjagsrlangscalesstringistringrsvUnittensorAtibbletidybayestidyrtidyselectutf8vctrsviridisLitewithr