Other packages > Find by keyword >

vccp  

Vine Copula Change Point Detection in Multivariate Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("vccp", "0.1.1")



Attach the package and use:
library("vccp")
Maintained by
Xin Xiong
[Scholar Profile | Author Map]
First Published: 2021-03-03
Latest Update: 2021-05-29
Description:
Implements the Vine Copula Change Point (VCCP) methodology for the estimation of the number and location of multiple change points in the vine copula structure of multivariate time series. The method uses vine copulas, various state-of-the-art segmentation methods to identify multiple change points, and a likelihood ratio test or the stationary bootstrap for inference. The vine copulas allow for various forms of dependence between time series including tail, symmetric and asymmetric dependence. The functions have been extensively tested on simulated multivariate time series data and fMRI data. For details on the VCCP methodology, please see Xiong & Cribben (2021).
How to cite:
Xin Xiong (2021). vccp: Vine Copula Change Point Detection in Multivariate Time Series. R package version 0.1.1, https://cran.r-project.org/web/packages/vccp. Accessed 07 May. 2025.
Previous versions and publish date:
0.1.0 (2021-03-03 10:20)
Other packages that cited vccp R package
View vccp citation profile
Other R packages that vccp depends, imports, suggests or enhances
Complete documentation for vccp
Functions, R codes and Examples using the vccp R package
Some associated functions: getTestPlot . mvn.sim.2.cps . vccp.fun . vccp . 
Some associated R codes: BootsTest.R . MOSUM_VC.R . MOSUM_VC_Boot.R . MOSUM_VC_Vuong.R . NBS_FindPoints.R . NBS_VC.R . OBS_VC.R . OBS_VC_Boot.R . OBS_VC_Vuong.R . Sim_Data.R . VCCP.R . VCCP_package.R . VuongTest.R . WBS_VC.R . getTestPlot.R .  Full vccp package functions and examples
Downloads during the last 30 days
04/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/0205/0305/0405/05Downloads for vccp02468101214161820TrendBars

Today's Hot Picks in Authors and Packages

aroma.affymetrix  
Analysis of Large Affymetrix Microarray Data Sets
A cross-platform R framework that facilitates processing of any number of Affymetrix microarray samp ...
Download / Learn more Package Citations See dependency  
MLDS  
Maximum Likelihood Difference Scaling
Difference scaling is a method for scaling perceived supra-threshold differences. The package cont ...
Download / Learn more Package Citations See dependency  
humanize  
Create Values for Human Consumption
An almost direct port of the 'python' 'humanize' package . Thi ...
Download / Learn more Package Citations See dependency  
funLBM  
Model-Based Co-Clustering of Functional Data
The funLBM algorithm allows to simultaneously cluster the rows and the columns of a data matrix wher ...
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  

24,205

R Packages

207,311

Dependencies

65,312

Author Associations

24,206

Publication Badges

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