VIFCP

Detecting Change-Points via VIFCP Method

CRAN Package

Contains a function to support the following paper: Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu (2016), , A sequential multiple change-point detection procedure via VIF regression, Computational Statistics, 31(2): 671-691.

  • Version1.2
  • R version≥ 3.1.3
  • LicenseLGPL-3
  • Needs compilation?Yes
  • Last release08/31/2016

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  • Depends1 package