r-onlineBcp

It implements the online Bayesian methods for change point analysis. It can also perform missing data imputation with methods from 'VIM'. The reference is Yigiter A, Chen J, An L, Danacioglu N (2015) <doi:10.1080/02664763.2014.1001330>. The link to the package is <https://CRAN.R-project.org/package=onlineBcp>.