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>.
Version: | 0.1.0 |
Depends: | MASS, lars |
Published: | 2018-01-10 |
Author: | Gianluca Sottile [cre], Giada Adelfio [aut] |
Maintainer: | Gianluca Sottile <gianluca.sottile at unipa.it> |
License: | GPL-2 |
NeedsCompilation: | no |
CRAN checks: | changepointsVar results |
Reference manual: | changepointsVar.pdf |
Package source: | changepointsVar_0.1.0.tar.gz |
Windows binaries: | r-devel: changepointsVar_0.1.0.zip, r-release: changepointsVar_0.1.0.zip, r-oldrel: changepointsVar_0.1.0.zip |
macOS binaries: | r-release: changepointsVar_0.1.0.tgz, r-oldrel: changepointsVar_0.1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=changepointsVar to link to this page.