Bayesian Estimation of Change-Points in the Slope of
Multivariate Time-Series
Assume that a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as a piecewise linear function of time with an unknown number of change-points. The package infers the joint posterior distribution of the number and position of change-points as well as the unknown mean parameters per time-series by MCMC sampling. A-priori, the proposed model uses an overfitting number of mean parameters but, conditionally on a set of change-points, only a subset of them influences the likelihood. An exponentially decreasing prior distribution on the number of change-points gives rise to a posterior distribution concentrating on sparse representations of the underlying sequence, but also available is the Poisson distribution. See Papastamoulis et al (2017) <arXiv:1709.06111> for a detailed presentation of the method.

c(
person("Richèl J.C.", "Bilderbeek", email = "richel@richelbilderbeek.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0003-1107-7049")),
person("Joëlle", "Barido-Sottani", role = "rev", comment = "Joëlle reviewed the package for rOpenSci, see https://github.com/ropensci/onboarding/issues/209"),
person("David", "Winter", role = "rev", comment = "David reviewed the package for rOpenSci, see https://github.com/ropensci/onboarding/issues/209"))
'BEAST2' (<http://www.beast2.org>) is a widely used
Bayesian phylogenetic tool, that uses DNA/RNA/protein data
and many model priors to create a posterior of jointly estimated
phylogenies and parameters.
'BEAST2' is a command-line tool.
This package provides a way to call 'BEAST2'
from an 'R' function call.
ape, phangorn, rappdirs, rJava, stringr, xml2
beautier, hunspell, knitr, rmarkdown, spelling, testit,
testthat, tracerer
Richèl J.C. Bilderbeek [aut, cre]
(<https://orcid.org/0000-0003-1107-7049>),
Joëlle Barido-Sottani [rev] (Joëlle reviewed the package for rOpenSci,
see https://github.com/ropensci/onboarding/issues/209),
David Winter [rev] (David reviewed the package for rOpenSci, see
https://github.com/ropensci/onboarding/issues/209)