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-4.7)ICSS_1.1.zip(r-4.6)ICSS_1.1.zip(r-4.5)
ICSS_1.1.tgz(r-4.6-any)ICSS_1.1.tgz(r-4.5-any)
ICSS_1.1.tar.gz(r-4.7-any)ICSS_1.1.tar.gz(r-4.6-any)
ICSS_1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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

3.18 score 1 stars 2 scripts 156 downloads 3 mentions 1 exports 2 dependencies

Last updated from:513c3bb052. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	117
source / vignettes	OK	157
linux-release-x86_64	NOTE	111
macos-release-arm64	NOTE	126
macos-oldrel-arm64	NOTE	122
windows-devel	NOTE	80
windows-release	NOTE	66
windows-oldrel	NOTE	62
wasm-release	OK	103