An Exact Approach to Bayesian Sequential Change Point Detection

By Ruggieri Eric and Antonellis Marcus
Working Paper (2015)

  • Eric Ruggieri

    College of the Holy Cross

    USA

Created

September 4, 2015

Last update

September 4, 2015

Software

Matlab

Ranking

51

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2554

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261

Description

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.

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