Re: [R] Estimation in a changepoint regression with R

Package bcp does Bayesian changepoint analysis, though not in the general regression framework.  The most recent reference is Bioinformatics 24(19) 2143-2148; doi:   10.1093/bioinformatics/btn404; slightly older is JSS 23(3). Both reference some alternatives you might want to consider (including s

Re: [R] Estimation in a changepoint regression with R

There are at least two R packages dealing with changepoint estimation, segmented and strucchange. Two possible relevant papers are available: 1)Journal of Statistical Software for strucchange (2002, Vol.7, Issue2) 2)Rnews for segmented (2008, 8/1: 20-25) Hope this helps you vito FMH ha scritt