Bayesian Change Point Detection for High-Dimensional Data

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Documentation for package ‘hdbcp’ version 0.1.0

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generate_cov_datasets Generate Simulated Datasets with Change Points in Covariance Matrix
generate_mean_datasets Generate Simulated Datasets with Change Points in Mean Vector
majority_rule_mxPBF Majority Rule for Multiscale approach using mxPBF Results
mvrnorm_cpp Multivariate Normal Random Number Generator
mxPBF_combined Change Point Detection in Mean Structure using Maximum Pairwise Bayes Factor (mxPBF)
mxPBF_cov Change Point Detection in Covaraiance Structure using Maximum Pairwise Bayes Factor (mxPBF)
mxPBF_mean Change Point Detection in Mean Structure using Maximum Pairwise Bayes Factor (mxPBF)