Vine Copula Change Point Detection in Multivariate Time Series

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Documentation for package ‘vccp’ version 0.1.1

• DESCRIPTION file.
• Package NEWS.

Help Pages

getTestPlot	Plot output from the VCCP model
mvn.sim.2.cps	Simulate multivariate normal data with 2 change points
vccp	vccp: Detect multiple change points in the vine copula structure of multivariate time series by Vine Copula Change Point Model
vccp.fun	Multiple change point detection in the vine copula structure of multivariate time series