R: Vine Copula Change Point Detection in Multivariate Time Series

# Vine Copula Change Point Detection in Multivariate Time Series

## Documentation for package ‘vccp’ version 0.1.1

- DESCRIPTION file
- Package NEWS
- Package README

## 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