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: |
0.1.0 |
Depends: |
MASS, lars |
Published: |
2018-01-10 |
Author: |
Gianluca Sottile [cre],
Giada Adelfio [aut] |
Maintainer: |
Gianluca Sottile <gianluca.sottile at unipa.it> |
License: |
GPL-2 |
NeedsCompilation: |
no |
CRAN checks: |
changepointsVar results |
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