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>
License: GPL-2
NeedsCompilation: no
CRAN checks: changepointsVar results


Reference manual: changepointsVar.pdf
Package source: changepointsVar_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: not available


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