VIFCP: Detecting Change-Points via VIFCP Method

Contains a function to support the following paper: Xiaoping Shi, Xiang-Sheng Wang, Dongwei Wei, Yuehua Wu (2016), <doi:10.1007/s00180-015-0587-5>, A sequential multiple change-point detection procedure via VIF regression, Computational Statistics, 31(2): 671-691.

Version: 1.2
Depends: R (≥ 3.1.3)
Published: 2016-08-31
Author: Xiaoping Shi, Xiangsheng Wang, Dongwei Wei, Yuehua Wu
Maintainer: Dongwei Wei <weidw at mathstat.yorku.ca>
License: LGPL-3
NeedsCompilation: yes
CRAN checks: VIFCP results

Downloads:

Reference manual: VIFCP.pdf
Package source: VIFCP_1.2.tar.gz
Windows binaries: r-devel: VIFCP_1.2.zip, r-release: VIFCP_1.2.zip, r-oldrel: VIFCP_1.2.zip
OS X El Capitan binaries: r-release: VIFCP_1.2.tgz
OS X Mavericks binaries: r-oldrel: VIFCP_1.2.tgz
Old sources: VIFCP archive

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