The Sequential Bayesian Change Point algorithm is a program to caluclate the posterior probability of a change point in a time series. Please acknowledge the program author on any publication of scientific results based in part on use of the program and cite the following article in which the program was described. E. Ruggieri and M. Antonellis. "An Exact Approach to Bayesian Sequential Change Point Detection" For more details, see the readme.txt file.
Computational Statistics and Data Analysis (2018)