changepointsVar v0.1.0

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Change-Points Detections for Changes in Variance

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>.

Functions in changepointsVar

Name Description
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
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Details

Type Package
License GPL-2
Encoding UTF-8
LazyData true
RoxygenNote 6.0.1
NeedsCompilation no
Packaged 2018-01-10 17:17:26 UTC; gianlucasottile
Repository CRAN
Date/Publication 2018-01-10 18:20:26 UTC
depends lars , MASS
Contributors Giada Adelfio

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