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changepointsVar (version 0.1.1)

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

171

Version

0.1.1

License

GPL-2

Maintainer

Gianluca Sottile

Last Published

January 23rd, 2024

Functions in changepointsVar (0.1.1)

plot.jumpointsVar

Plot method for changes in variance
changepointsVar-package

Change-Points Detections for Changes in Variance
internals

Internal Functions
jumpointsVar

Change-point detection for variance piecewise constant models
sel.control

Auxiliary function for controlling model selection
fit.control

Auxiliary function for controlling model fitting