Bayesian Context Trees for Discrete Time Series R package BCT version 1.3 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]. Software Depends: R (>= 4.0) Imports: Rcpp (>= 1.0.5), stringr, igraph, grDevices, graphics LinkingTo: Rcpp Valentinian Mihai Lungu <valentinian.mihai@gmail.com> Comprehensive R Archive Network (CRAN) Ioannis Papageorgiou [aut], Valentinian Mihai Lungu [aut, cre], Ioannis Kontoyiannis [aut] GPL (>= 2) 2026-08-03 application/tgz https://CRAN.R-project.org/package=BCT doi:10.32614/CRAN.package.BCT