Other packages > Find by keyword >

ICSS  

ICSS Algorithm by Inclan/Tiao (1994)
View on CRAN: Click here


Download and install ICSS package within the R console
Install from CRAN:
install.packages("ICSS")

Install from Github:
library("remotes")
install_github("cran/ICSS")

Install by package version:
library("remotes")
install_version("ICSS", "1.1")



Attach the package and use:
library("ICSS")
Maintained by
Siegfried Köstlmeier
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-06-02
Latest Update: 2021-04-22
Description:
The Iterative Cumulative Sum of Squares (ICSS) algorithm by Inclan/Tiao (1994) 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.
How to cite:
Siegfried Köstlmeier (2020). ICSS: ICSS Algorithm by Inclan/Tiao (1994). R package version 1.1, https://cran.r-project.org/web/packages/ICSS. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2020-06-02 11:40)
Other packages that cited ICSS R package
View ICSS citation profile
Other R packages that ICSS depends, imports, suggests or enhances
Complete documentation for ICSS
Functions, R codes and Examples using the ICSS R package
Some associated functions: ICSS . data . 
Some associated R codes: ICSS.R .  Full ICSS package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA