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VIFCP (version 1.1)

Detecting Change-Points via VIFCP Method

Description

Contains a function to support the paper 'A sequential multiple change-point detection procedure via VIF regression' (Accepted by Computational Statistics).

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Version

Install

install.packages('VIFCP')

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Version

1.1

License

LGPL-3

Maintainer

Dongwei Wei

Last Published

July 2nd, 2015

Functions in VIFCP (1.1)

vif.cp

Detect the Location of Change-Points via VIFCP Method