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, .


Reference manual

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0.1.0 by Gianluca Sottile, 4 years ago

Browse source code at

Authors: Gianluca Sottile [cre] , Giada Adelfio [aut]

Documentation:   PDF Manual  

GPL-2 license

Depends on MASS, lars

See at CRAN