Package: ICSS
Type: Package
Title: ICSS Algorithm by Inclan/Tiao (1994)
Version: 1.1
Date: 2021-03-12
Authors@R: person(given = "Siegfried", family = "Köstlmeier", role = c("aut", "cre", "cph"), email = "siegfried.koestlmeier@gmail.com", comment = c(ORCID = "0000-0002-7221-6981"))
Maintainer: Siegfried Köstlmeier <siegfried.koestlmeier@gmail.com>
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.
License: GPL-2
Depends: R (>= 3.5.0)
Imports: rstack
Suggests: testthat
Encoding: UTF-8
LazyData: true
Repository: https://skoestlmeier.r-universe.dev
Date/Publication: 2025-08-01 15:44:42 UTC
RemoteUrl: https://github.com/skoestlmeier/icss
RemoteRef: HEAD
RemoteSha: 513c3bb052d9e53b5a31122b460d3ff0c77864e9
NeedsCompilation: no
Packaged: 2026-05-28 08:49:37 UTC; root
Author: Siegfried Köstlmeier [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-7221-6981>)