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changepointsVar (version 0.1.0)

Change-Points Detections for Changes in Variance

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, .

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Version

Install

install.packages('changepointsVar')

Monthly Downloads

176

Version

0.1.0

License

GPL-2

Maintainer

Gianluca Sottile

Last Published

January 10th, 2018

Functions in changepointsVar (0.1.0)

jumpointsVar-package

Change-Points Detections for Changes in Variance
jumpointsVar

Change-point detection for variance piecewise constant models
plot.jumpointsVar

Plot method for changes in variance
sel.control

Auxiliary function for controlling model selection
fit.control

Auxiliary function for controlling model fitting
internals

Internal Functions