https://github.com/brenhinkeller/changepoint

A rough implementation of transdimensional bayesian changepoint analysis based on Gallagher et al. 2011 (EPSL)
https://github.com/brenhinkeller/changepoint

Last synced: 20 days ago
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A rough implementation of transdimensional bayesian changepoint analysis based on Gallagher et al. 2011 (EPSL)

• Host: GitHub
• URL: https://github.com/brenhinkeller/changepoint
• Owner: brenhinkeller
• License: gpl-2.0
• Created: 2015-05-22T00:53:26.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2024-02-28T14:07:18.000Z (8 months ago)
• Last Synced: 2024-02-28T15:29:46.621Z (8 months ago)
• Language: C
• Homepage:
• Size: 41 KB
• Stars: 0
• Watchers: 3
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • Changelog: changepoint.c
  • License: LICENSE

Awesome Lists containing this project

README

        
# changepoint

This repository contains a C implementation of 

transdimensional Bayesian changepoint analysis based on 

the approach of Gallagher et al. 2011 "Inference of 

abrupt changes in noisy geochemical records using trans-

dimensional changepoint models",

[doi.org/10.1016/j.epsl.2011.09.015](https://doi.org/10.1016/j.epsl.2011.09.015)

The files gauss.h and pcg_variants.h contain code written

by others and previously released under open-source GNU 

and Apache licenses. All new code herein is released under 

a GNU GPL v2.0 licencse (see LICENSE)

## Usage

```

gcc -o changepoint changepoint.c

./changepoint 10 1000000 exampledata.csv > examplechangepoints.csv

```