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fastcpd
variance_arma
variance_arma function
Variance estimation for ARMA model with change points
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fastcpd package
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Maintainer: Xingchi Li
License: GPL (>= 3)
Last published: 2024-11-05
Useful links
https://github.com/doccstat/fastcpd/issues
https://fastcpd.xingchi.li
https://github.com/doccstat/fastcpd