I am using the bcp package in R to determine change points in a time series. The output that this package gives is a distribution of posterior probabilities.
As far as I can understand, the peak points in this distribution must be change points, but this way I am getting a lot of false positives as in the original data, not all of the peak points are coming out to be change points.
There must be a threshold value that I can consider to declare a peak as a change point. How can I determine that? Is there any other way to find the change points?