Displaying 1 result from an estimated 1 matches for "mcmcbinarychange".
2010 May 18
0
Data preparation for MCMCbinaryChange
...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...