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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
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
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
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