ICSS

The Iterative Cumulative Sum of Squares (ICSS) algorithm by Inclan/Tiao (1994) https://www.jstor.org/stable/2290916 detects multiple change points, i.e. structural break points, in the variance of a sequence of independent observations. For series of moderate size (i.e. 200 observations and beyond), the ICSS algorithm offers results comparable to those obtained by a Bayesian approach or by likelihood ration tests, without the heavy computational burden required by these approaches.

Last 30 days

This package has been downloaded 145 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 10 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 8,718 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Jul 01, 2024 with 6,794 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.