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: 0.1.1
Depends: MASS, lars
Published: 2024-01-23
DOI: 10.32614/CRAN.package.changepointsVar
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_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): changepointsVar_0.1.1.tgz, r-oldrel (arm64): changepointsVar_0.1.1.tgz, r-release (x86_64): changepointsVar_0.1.1.tgz, r-oldrel (x86_64): changepointsVar_0.1.1.tgz
Old sources: changepointsVar archive


Please use the canonical form to link to this page.