lorenzocapp / prisca

Installation

1. Install the package devtools

2. Load devtools using library(devtools).

3. Install prisca using

   1. install_github("lorenzocapp/prisca"), or

   2. install_github("lorenzocapp/prisca", build_vignettes = TRUE) if you want some illustrative vignettes (note: using build_vignettes = TRUE will make the install take longer).

Vignettes

1. intro_prisca: A short tutorial to describe the basics functioning of the package.

References

1. Cappello, L., Madrid Padilla, O. H. (2022),Variance change point detection with credible sets. Coming soon

Numerical Experiments in the Manuscript

The draft includes several numerical experiments. Soon a github link will be made available to fully reproduce the paper. While they are based on the same methodology, they rely on a less user-friendly implementation of the functions included in this package.