• StFinMetrics

  • Referenced in 38 articles [sw29976]
  • regression equations; state space models; factor models for asset returns; rolling analysis and change-point...
  • stepR

  • Referenced in 10 articles [sw20772]
  • package stepR: Multiscale Change-Point Inference. Allows fitting of step-functions to univariate serial data ... multiscale regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the change-point locations...
  • CauchyCP

  • Referenced in 1 article [sw38234]
  • Hazards. An omnibus test of change-point Cox regression models to improve the statistical power...
  • VIFCP

  • Referenced in 1 article [sw16253]
  • paper ’A sequential multiple change-point detection procedure via VIF regression’ (Accepted by Computational Statistics...
  • Matlab

  • Referenced in 13460 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • R

  • Referenced in 9810 articles [sw00771]
  • R is a language and environment for statistical...
  • S-PLUS

  • Referenced in 615 articles [sw02892]
  • S-PLUS is a powerful environment for statistical...
  • UCI-ml

  • Referenced in 3379 articles [sw04074]
  • UC Irvine Machine Learning Repository. We currently maintain...
  • Bioconductor

  • Referenced in 320 articles [sw04205]
  • Bioconductor provides tools for the analysis and comprehension...
  • SPSS

  • Referenced in 673 articles [sw04269]
  • SPSS is a computer program used for survey...
  • CRAN

  • Referenced in 549 articles [sw04351]
  • R is ‘GNU S’, a freely available language...
  • mvtnorm

  • Referenced in 161 articles [sw04359]
  • R package mvtnorm: Multivariate Normal and t Distributions...
  • survival

  • Referenced in 196 articles [sw04364]
  • R package survival: Survival analysis, including penalised likelihood...
  • CAViaR

  • Referenced in 185 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression...
  • WinBUGS

  • Referenced in 764 articles [sw04492]
  • WinBUGS is part of the BUGS project, which...
  • R2WinBUGS

  • Referenced in 86 articles [sw04494]
  • R2WinBUGS: Running WinBUGS and OpenBUGS from R / S...
  • WaveThresh4

  • Referenced in 42 articles [sw04496]
  • wavethresh: Wavelets statistics and transforms , Performs 1, 2...
  • tseries

  • Referenced in 39 articles [sw04509]
  • R package tseries: Time series analysis and computational...
  • fda (R)

  • Referenced in 1461 articles [sw04511]
  • fda: Functional Data Analysis , These functions were developed...
  • ggplot2

  • Referenced in 352 articles [sw04557]
  • R package ggplot2: An implementation of the Grammar...