vccp (Q1351878)

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Vine Copula Change Point Detection in Multivariate Time Series
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English
vccp
Vine Copula Change Point Detection in Multivariate Time Series

    Statements

    swMATH work ID
    42775
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    instance of
    R package
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    last update
    29 May 2021
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    software version identifier
    0.1.1
    publication date
    29 May 2021
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    author
    Xin Xiong
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    Ivor Cribben
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    maintained by
    Xin Xiong
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    imports
    stats
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    graphics
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    VineCopula
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    mosum
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    mvtnorm
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    CRAN project
    vccp
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    programmed in
    R
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