ICSS
ICSS Algorithm by Inclan/Tiao (1994)
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1 |
rolling source/ R- | ICSS_1.1.tar.gz |
9.6 KiB |
1.1 |
rolling linux/jammy R-4.5 | ICSS_1.1.tar.gz |
23.0 KiB |
1.1 |
rolling linux/noble R-4.5 | ICSS_1.1.tar.gz |
22.8 KiB |
1.1 |
latest source/ R- | ICSS_1.1.tar.gz |
9.6 KiB |
1.1 |
latest linux/jammy R-4.5 | ICSS_1.1.tar.gz |
23.0 KiB |
1.1 |
latest linux/noble R-4.5 | ICSS_1.1.tar.gz |
22.8 KiB |
1.1 |
2026-04-26 source/ R- | ICSS_1.1.tar.gz |
9.6 KiB |
1.1 |
2026-04-23 source/ R- | ICSS_1.1.tar.gz |
9.6 KiB |
1.1 |
2026-04-09 windows/windows R-4.5 | ICSS_1.1.zip |
25.9 KiB |
1.1 |
2025-04-20 source/ R- | ICSS_1.1.tar.gz |
9.6 KiB |