VIFCP: Detecting Change-Points via VIFCP Method

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Contains a function to support the following paper: Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu (2016), <DOI:10.1007/s00180-015-0587-5>, A sequential multiple change-point detection procedure via VIF regression, Computational Statistics, 31(2): 671-691.

Author
Xiaoping Shi, Xiangsheng Wang, Dongwei Wei, Yuehua Wu
Date of publication
2016-08-31 20:46:19
Maintainer
Dongwei Wei <weidw@mathstat.yorku.ca>
License
LGPL-3
Version
1.2

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Man pages

vif.cp
Detect the Location of Change-Points via VIFCP Method

Files in this package

VIFCP
VIFCP/src
VIFCP/src/vifcp.f
VIFCP/NAMESPACE
VIFCP/R
VIFCP/R/vif.cp.R
VIFCP/MD5
VIFCP/DESCRIPTION
VIFCP/man
VIFCP/man/vif.cp.Rd