VIFCP (version 1.2)

Detecting Change-Points via VIFCP Method

Description

Contains a function to support the following paper: Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu (2016), , A sequential multiple change-point detection procedure via VIF regression, Computational Statistics, 31(2): 671-691.

Copy Link

Version

Install

install.packages('VIFCP')

Monthly Downloads

Version

1.2

License

LGPL-3

Maintainer

Dongwei Wei

Last Published

August 31st, 2016

Functions in VIFCP (1.2)

vif.cp

Detect the Location of Change-Points via VIFCP Method