VIFCP: Detecting Change-Points via VIFCP Method
Contains a function to support the following paper:
Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu (2016), <doi:10.1007/s00180-015-0587-5>,
A sequential multiple change-point detection procedure via VIF regression,
Computational Statistics, 31(2): 671-691.
Version: |
1.2 |
Depends: |
R (≥ 3.1.3) |
Published: |
2016-08-31 |
Author: |
Xiaoping Shi, Xiangsheng Wang, Dongwei Wei, Yuehua Wu |
Maintainer: |
Dongwei Wei <weidw at mathstat.yorku.ca> |
License: |
LGPL-3 |
NeedsCompilation: |
yes |
CRAN checks: |
VIFCP results |
Documentation:
Downloads:
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