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, .


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install.packages("changepointsVar")

0.1.0 by Gianluca Sottile, a year ago


Browse source code at https://github.com/cran/changepointsVar


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


Documentation:   PDF Manual  


GPL-2 license


Depends on MASS, lars


See at CRAN