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ICSS

ICSS Algorithm by Inclan/Tiao (1994)

v1.1 · Apr 22, 2021 · GPL-2

Description

The Iterative Cumulative Sum of Squares (ICSS) algorithm by Inclan/Tiao (1994) <https://www.jstor.org/stable/2290916> 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.

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Check details (14 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:9: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
checkRd: (-1) data.Rd:8: Lost braces in \itemize; meant \describe ?
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Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
checkRd: (-1) data.Rd:8: Lost braces in \itemize; meant \describe ?
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NOTE r-devel-linux-x86_64-debian-gcc

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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:9: Lost braces in \itemize; meant \describe ?
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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
checkRd: (-1) data.Rd:8: Lost braces in \itemize; meant \describe ?
checkRd: (-1) data.Rd:9: Lost braces in \itemize; meant \describe ?
NOTE r-oldrel-windows-x86_64

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checkRd: (-1) data.Rd:7: Lost braces in \itemize; meant \describe ?
checkRd: (-1) data.Rd:8: Lost braces in \itemize; meant \describe ?
checkRd: (-1) data.Rd:9: Lost braces in \itemize; meant \describe ?

Dependency Network

Dependencies Reverse dependencies rstack ICSS

Version History

new 1.1 Mar 10, 2026
updated 1.1 ← 1.0 diff Apr 21, 2021
new 1.0 Jun 1, 2020