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 [email protected]

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/.