| Name : R-ICSS
| |
| Version : 1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.13
| Date : 2024-06-14 11:33:48
|
| Group : Development/Libraries/Other
| Source RPM : R-ICSS-1.1-lp153.1.13.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : ICSS Algorithm by Inclan/Tiao (1994)
|
Description :
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
