VIFCP: Detecting Change-Points via VIFCP Method

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.

Getting started

Package details

AuthorXiaoping Shi, Xiangsheng Wang, Dongwei Wei, Yuehua Wu
MaintainerDongwei Wei <[email protected]>
LicenseLGPL-3
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("VIFCP")

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VIFCP documentation built on May 2, 2019, 4:11 a.m.