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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.2 |
2026-04-09 windows/windows R-4.5 | changepointsVar_0.1.2.zip |
45.4 KiB |