Package: BCT
Type: Package
Title: Bayesian Context Trees for Discrete Time Series
Version: 1.3
Date: 2026-08-03
Authors@R: c(person(given = "Ioannis",
                    family = "Papageorgiou",
                    role = "aut"),
             person(given = c("Valentinian", "Mihai"),
                    family = "Lungu",
                    role = c("aut", "cre"),
                    email = "valentinian.mihai@gmail.com"),
             person(given = "Ioannis",
                    family = "Kontoyiannis",
                    role = "aut"))
Description: 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].
License: GPL (>= 2)
LazyData: true
Encoding: UTF-8
Imports: Rcpp (>= 1.0.5), stringr, igraph, grDevices, graphics
LinkingTo: Rcpp
Depends: R (>= 4.0)
RoxygenNote: 7.3.3
NeedsCompilation: yes
Packaged: 2026-10-03 07:32:55 UTC; root
Author: Ioannis Papageorgiou [aut], Valentinian Mihai Lungu [aut, cre],
        Ioannis Kontoyiannis [aut]
Maintainer: Valentinian Mihai Lungu <valentinian.mihai@gmail.com>
Config/pak/sysreqs: libglpk-dev libicu-dev libxml2-dev
Repository: https://valentinian22.r-universe.dev
Date/Publication: 2026-08-03 23:20:22 UTC
RemoteUrl: https://github.com/cran/BCT
RemoteRef: HEAD
RemoteSha: 7256534c1617af656e8f3255676a34733225dcb3