BCT
1.3Bayesian Context Trees for Discrete Time Series
Overview
An implementation of a collection of tools for exact Bayesian inference with discrete times series. This package contains functions that can be used for prediction, model selection, estimation, segmentation/change-point detection and other statistical tasks. Specifically, the functions provided can be used for the exact computation of the prior predictive likelihood of the data, for the identification of the a posteriori most likely (MAP) variable-memory Markov models, for calculating the exact posterior probabilities and the AIC and BIC scores of these models, for prediction with respect to log-loss and 0-1 loss and segmentation/change-point detection. Example data sets from finance, genetics, animal communication and meteorology are also provided. Detailed descriptions of the underlying theory and algorithms can be found in [Kontoyiannis et al. 'Bayesian Context Trees: Modelling and exact inference for discrete time series.' Journal of the Royal Statistical Society: Series B (Statistical Methodology), April 2022. Available at: doi:10.48550/arXiv.2007.14900 [stat.ME], July 2020] and [Lungu et al. 'Change-point Detection and Segmentation of Discrete Data using Bayesian Context Trees' doi:10.48550/arXiv.2203.04341 [stat.ME], March 2022].
Install
Health
- OK2026-08-047 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 32%
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Code & Tests
Datasets
People & History
4 releases. Pick two to compare their code metrics. R releases are shown for context.
- 1.3Latest
- unarchivedReturned to CRAN2026-08-04
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-12-21issues were not corrected in time
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.22022-05-12 · diff ↗
- unarchivedReturned to CRAN2022-05-12
- RR 4.2.0 released · 2022-04-22
- archivedRemoved from CRAN2022-02-20issues were not corrected despite reminders Compilation errors with C++17
- RR 4.1.0 released · 2021-05-18
- 1.12020-12-07 · diff ↗
- 1.02020-11-23
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2026-08-04
- Total releases
- 4 / 1 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0
- Bundled data
- 31 KB / 8 files
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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