BayesMDL
A Bayesian Multiple Changepoint Detection Approach Using Minimum Description Lengths (MDL)
Install / Use
npx skills add yingboli/BayesMDLInstalls into whichever agent you are using.
README
BayesMDL
This is an R package to implement our Bayesian Minimum Description Length method to detect multiple changepoints.
Please check out our paper (https://arxiv.org/abs/1511.07238) for details.
Package installation: fist install the devtools package, then
devtools::install_github('YingboLi/BayesMDL')
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