ICSS is an R package providing the Iterative Cumulative Sum of Squares (ICSS) algorithm by Inclan/Tiao (1994) for detecting structural breakpoints in the variance of time series data.
This package offers the function ICSS() which returns the location of structural breakpoints in the variance of a time series.
# The easiest way to install ICSS is to download via CRAN
install.packages("ICSS")
# Alternatively, you can install the development version from GitHub
# install.packages("devtools")
devtools::install_github("skoestlmeier/ICSS")
Constributions in form of feedback, comments, code, bug reports or pull requests are most welcome. How to contribute:
- Issues, bug reports, or desired expansions: File a GitHub issue.
- Fork the source code, modify it, and issue a pull request through the project GitHub page.
Please read the contribution guidelines on how to contribute to this R-package.
Please note that this project is released with a Contributor Code of Conduct. By participating in this project you agree to abide by its terms.
ICSS -- Iterative Cumulative Sum of Squares algorithm by Inclan/Tiao (1994)
Copyright (C) 2020 Siegfried Köstlmeier siegfried.koestlmeier@gmail.com
ICSS is free software; you can redistribute it and/or
modify it under the terms of the GNU General Public License
as published by the Free Software Foundation; either version 2
of the License, or (at your option) any later version.
ICSS is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with ICSS. If not, see http://www.gnu.org/licenses/.