Flexible and informed regression with Multiple Change Points (MCP). '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>.

Regression with Multiple Change Points

package-ubuntu-20.04-r-4.0.5#cran#mcp-0.3.0

<p>This will make more sense once more link functions / families are added.
</p>

<table summary="R argblock"><tr valign="top">
<td><code>family</code></td>
<td>
<p>A family object, e.g., <code>binomial(link = "identity")</code>.</p>
</td>
</tr></table>

package-ubuntu-20.04-r-4.0.5#cran#mcp-0.3.0#docs#mcp_family

mcp_family

Description

Usage

Arguments

mcp

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