changepointsVar: 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>.

Getting started

Package details

AuthorGianluca Sottile [cre], Giada Adelfio [aut]
MaintainerGianluca Sottile <[email protected]>
LicenseGPL-2
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("changepointsVar")

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changepointsVar documentation built on Jan. 11, 2018, 1:11 a.m.