Package bcp does Bayesian changepoint analysis, though not in the general regression framework. The most recent reference is Bioinformatics 24(19) 2143-2148; doi: 10.1093/bioinformatics/btn404; slightly older is JSS 23(3). Both reference some alternatives you might want to consider (including strucchange, among others).
Jay ---------------------------------------------------------------- Message: 4 Date: Thu, 15 Oct 2009 03:56:22 -0700 (PDT) From: FMH <[email protected]> Subject: [R] Estimation in a changepoint regression with R To: [email protected] Message-ID: <[email protected]> Content-Type: text/plain; charset=iso-8859-1 Dear All, I'm trying to do the estimation in a changepoint regression problem via R, but never found any suitable function which might help me to do this. Could someone give me a hand?on this matter? Thank you. -- John W. Emerson (Jay) Associate Professor of Statistics Department of Statistics Yale University http://www.stat.yale.edu/~jay ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
