Package: ICSS 1.1

ICSS: ICSS Algorithm by Inclan/Tiao (1994)

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.

Authors:Siegfried Köstlmeier [aut, cre, cph]

ICSS_1.1.tar.gz
ICSS_1.1.zip(r-4.5)ICSS_1.1.zip(r-4.4)ICSS_1.1.zip(r-4.3)
ICSS_1.1.tgz(r-4.4-any)ICSS_1.1.tgz(r-4.3-any)
ICSS_1.1.tar.gz(r-4.5-noble)ICSS_1.1.tar.gz(r-4.4-noble)
ICSS_1.1.tgz(r-4.4-emscripten)ICSS_1.1.tgz(r-4.3-emscripten)
ICSS.pdf |ICSS.html✨
ICSS/json (API)

# Install 'ICSS' in R:

install.packages('ICSS', repos = c('https://skoestlmeier.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/skoestlmeier/icss/issues

Datasets:

data - Sample data for Inclan/Tiao

On CRAN:

statistics structural-break-test variance

1 exports 1 stars 1.53 score 2 dependencies 3 mentions 4 scripts 176 downloads

Last updated 3 years agofrom:fa77e9f5d7. Checks:OK: 1 NOTE: 6. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 11 2024
R-4.5-win	NOTE	Sep 11 2024
R-4.5-linux	NOTE	Sep 11 2024
R-4.4-win	NOTE	Sep 11 2024
R-4.4-mac	NOTE	Sep 11 2024
R-4.3-win	NOTE	Sep 11 2024
R-4.3-mac	NOTE	Sep 11 2024