changepointsVar

Change-Points Detections for Changes in Variance

Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.

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Description file content

Package
changepointsVar
Type
Package
Title
Change-Points Detections for Changes in Variance
Version
0.1.0
Description
Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, .
Depends
MASS, lars
License
GPL-2
Encoding
UTF-8
LazyData
true
RoxygenNote
6.0.1
NeedsCompilation
no
Packaged
2018-01-10 17:17:26 UTC; gianlucasottile
Author
Gianluca Sottile [cre], Giada Adelfio [aut]
Maintainer
Gianluca Sottile
Repository
CRAN
Date/Publication
2018-01-10 18:20:26 UTC

install.packages('changepointsVar')

0.1.0

8 months ago

Gianluca Sottile

GPL-2

Depends on

MASS, lars

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