Dynamic Shrinkage Process and Change Point Detection

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Documentation for package ‘dsp’ version 1.7.0

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as.mcmc.dsp Coerce a fitted dsp model to an mcmc object
dsp-class Dynamic Shrinkage Process (dsp) Object
dsp_fit MCMC Sampler for Models with Dynamic Shrinkage Processes
dsp_spec Model Specification
is.dsp Dynamic Shrinkage Process (dsp) Object
plot.dsp Plot posterior summaries from a fitted dsp model
predict.dsp Predict changepoints from the output of ABCO
print.dsp MCMC Sampler for Models with Dynamic Shrinkage Processes
print.dsp_spec Model Specification
simRegression Simulate noisy observations from a dynamic regression model
simUnivariate Generate univariate signals of different type
summary.dsp Summarize DSP MCMC chains