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.

Install the latest version of this package by entering the following in R:
install.packages("VIFCP")
AuthorXiaoping Shi, Xiangsheng Wang, Dongwei Wei, Yuehua Wu
Date of publication2016-08-31 20:46:19
MaintainerDongwei Wei <weidw@mathstat.yorku.ca>
LicenseLGPL-3
Version1.2

View on CRAN

Files

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

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