| Name : R-vccp
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.2.7
| Date : 2024-06-14 11:46:30
|
| Group : Development/Libraries/Other
| Source RPM : R-vccp-0.1.1-lp153.2.7.src.rpm
|
| Size : 0.15 MB
| |
| Packager : (none)
| |
| Summary : Vine Copula Change Point Detection in Multivariate Time Series
|
Description :
Implements the Vine Copula Change Point (VCCP) methodology for the
estimation of the number and location of multiple change points in the
vine copula structure of multivariate time series. The method uses vine
copulas, various state-of-the-art segmentation methods to identify
multiple change points, and a likelihood ratio test or the stationary
bootstrap for inference. The vine copulas allow for various forms of
dependence between time series including tail, symmetric and asymmetric
dependence. The functions have been extensively tested on simulated
multivariate time series data and fMRI data. For details on the VCCP
methodology, please see Xiong & Cribben (2021).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
