2020
DOI: 10.31219/osf.io/fzqxv
|View full text |Cite
Preprint
|
Sign up to set email alerts
|

mcp: An R Package for Regression With Multiple Change Points

Abstract: The R package mcp does flexible and informed Bayesian regression with change points. mcp can infer the location of changes between regression models on means, variances, autocorrelation structure, and any combination of these. Prior and posterior samples and summaries are returned for all parameters and a rich set of plotting options is available. Bayes Factors can be computed via Savage-Dickey density ratio and posterior contrasts. Cross-validation can be used for more general model comparison. mcp ships with… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1
1

Citation Types

0
129
0
1

Year Published

2020
2020
2023
2023

Publication Types

Select...
7
3

Relationship

0
10

Authors

Journals

citations
Cited by 111 publications
(130 citation statements)
references
References 37 publications
0
129
0
1
Order By: Relevance
“…The number of change points in mean and variance of the resulting D 50 time series were detected using the changepoint package in R (version 2.3.1, [53]) using the PELT algorithm and CROPS penalty. Locations of the identi ed number of change points were detected using Dirichlet priors (α = number of identi ed change points) in the mcp R package (version 0.3.0, [54]).…”
Section: Methodsmentioning
confidence: 99%
“…The number of change points in mean and variance of the resulting D 50 time series were detected using the changepoint package in R (version 2.3.1, [53]) using the PELT algorithm and CROPS penalty. Locations of the identi ed number of change points were detected using Dirichlet priors (α = number of identi ed change points) in the mcp R package (version 0.3.0, [54]).…”
Section: Methodsmentioning
confidence: 99%
“…Once the time series is inferred, we assess the timing and slope of changes in R 0 by using linear changepoint models (Lindeløv 2020) . The null model corresponds to a linear decrease between two plateaus corresponding to the baseline value at the start of the epidemic and a low value after the implementation of NPIs.…”
Section: Data and Inferencementioning
confidence: 99%
“…The time horizon for the analysis, t h , was selected based on the availability of data at the time of writing and also because it yielded a four-month long study period. All other dates for the theoretical model (t DP, t LP, t AP, t rP and t RP ) were estimated by applying a multiple change points detection method [68] and fitting the seven-phase model described above to the crime difference, ND(n). The result was then used to estimate the six indicators that were also introduced in the previous section.…”
Section: M1-city (China)mentioning
confidence: 99%