Vine Copula Change Point Detection in Multivariate Time Series

Documentation for package ‘vccp’ version 0.1.0

getTestPlot	Plot output from the VCCP model
mvn.sim.2.cps	Simulate multivariate normal data with 2 change points
vccp	vccp: Detect change points in the functional connectivity by Vine Copula Change Point Model
vccp.fun	Multiple change point detection in the vine copula structure of multivariate time series