<b>bcp</b>: An<i>R</i>Package for Performing a Bayesian Analysis of Change Point Problems 论文
2007Journal of Statistical Software引用 310顶会
Statistical Methods and InferenceGene expression and cancer classificationBayesian Methods and Mixture Models
详细信息
- 发表期刊/会议
- Journal of Statistical Software
- 发表日期
- 2007-01-01
- 发表年份
- 2007
关键词
Statistical Methods and InferenceGene expression and cancer classificationBayesian Methods and Mixture Models
摘要
Barry and Hartigan (1993) propose a Bayesian analysis for change point problems. We provide a brief summary of selected work on change point problems, both preceding and following Barry and Hartigan. We outline Barry and Hartigan's approach and offer a new R package, bcp (Erdman and Emerson 2007), implementing their analysis. We discuss two frequentist alternatives to the Bayesian analysis, the recursive circular binary segmentation algorithm (Olshen and Venkatraman 2004) and the dynamic programming algorithm of (Bai and Perron 2003). We illustrate the application of bcp with economic and microarray data from the literature.