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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>.

Version: 0.1.1
Depends: MASS, lars
Published: 2024-01-23
DOI: 10.32614/CRAN.package.changepointsVar
Author: Gianluca Sottile [cre], Giada Adelfio [aut]
Maintainer: Gianluca Sottile <gianluca.sottile at unipa.it>
License: GPL-2
NeedsCompilation: no
CRAN checks: changepointsVar results

Documentation:

Reference manual: changepointsVar.pdf

Downloads:

Package source: changepointsVar_0.1.1.tar.gz
Windows binaries: r-devel: changepointsVar_0.1.1.zip, r-release: changepointsVar_0.1.1.zip, r-oldrel: changepointsVar_0.1.1.zip
macOS binaries: r-release (arm64): changepointsVar_0.1.1.tgz, r-oldrel (arm64): changepointsVar_0.1.1.tgz, r-release (x86_64): changepointsVar_0.1.1.tgz, r-oldrel (x86_64): changepointsVar_0.1.1.tgz
Old sources: changepointsVar archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.