search for: mcmcbinarychang

...nt variable. I have tried simple logistic regression model with dummy variables representing the three periods, which works reasonably well. Now I would like to go a step further and let the three distinctive periods identify themselves, which seems to be what Bayesian change point model does. The MCMCbinaryChange function in the MCMCpack package seems to be the right tool. My question is: how should I organize my data so that it can be directly fed to the function? The example in the documentation uses simulated data example, which I don't quite understand. I would appreciate if somebody can show me an...