Regression with Multiple Change Points
Overview
Flexible and informed regression with Multiple Change Points. 'mcp' can infer change points in means, variances, autocorrelation structure, and any combination of these, as well as the parameters of the segments in between. All parameters are estimated with uncertainty and prediction intervals are supported - also near the change points. 'mcp' supports hypothesis testing via Savage-Dickey density ratio, posterior contrasts, and cross-validation. 'mcp' is described in Lindeløv (submitted) doi:10.31219/osf.io/fzqxv and generalizes the approach described in Carlin, Gelfand, & Smith (1992) doi:10.2307/2347570 and Stephens (1994) doi:10.2307/2986119.
This is a bug fix release.
Bug fixes
- Now respects the
coresargument tomcp(). - Document all function arguments and remove documentation for removed arguments.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 66 (42 internal)includes a package overview page
- Examples that run
- 42%5 run in a plain check · 7 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 41%
- Documented parameters
- 100%
- Return-value docs
- 76%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 91%
- Median days to close, 50 most recently updated closed issues
- 378
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
9 development-tooling and community-health practices detected across 6 families in the upstream repository
Checks run against github.com/lindeloev/mcp on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Show all practicesHide 2 practices
Dependencies
Installing mcp adds 57 packages (27 with compiled code, 52 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, bayesplot 5.0 MB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.3.4Latest
- RR 4.3.0 released · 2023-04-21
- 0.3.32023-03-22 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.3.22022-02-18 · diff ↗
- unarchivedReturned to CRAN2021-11-17
- 0.3.1
- archivedRemoved from CRAN2021-05-20check problems were not corrected in time
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-08-03
- 0.3.02020-08-03 · diff ↗ ·
added 7 exports
exponential, ilogit, iprobit, is.mcpfit, logit, pp_check, probit - archivedRemoved from CRAN2020-06-15check problems were not corrected in time
- RR 4.0.0 released · 2020-04-24
Show 2 earlier eventsHide 2 earlier events
- 0.2.02020-01-09
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-01-09
- Total releases
- 6 / 6 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 406 KB / 1 file
- Download size
- 507 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("mcp")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.31219/osf.io/fzqxv.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.