Package: segMGarch
Type: Package
Title: Multiple Change-Point Detection for High-Dimensional GARCH
        Processes
Version: 1.3
Date: 2025-07-05
Authors@R: c(person(given = "Haeran",
                        family = "Cho",
                        role = "aut"),
                 person(given = "Karolos",
                        family = "Korkas",
                        role = c("aut", "cre"),
                        email = "kkorkas@yahoo.co.uk"))
Maintainer: Karolos Korkas <kkorkas@yahoo.co.uk>
Description: Implements a segmentation algorithm for multiple
        change-point detection in high-dimensional GARCH processes. It
        simultaneously segments GARCH processes by identifying 'common'
        change-points, each of which can be shared by a subset or all
        of the component time series as a change-point in their
        within-series and/or cross-sectional correlation structure.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.12), foreach, iterators, doParallel, fGarch,
        corpcor, mvtnorm, methods
Suggests: MASS
LinkingTo: Rcpp,RcppArmadillo
RoxygenNote: 7.3.2
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2026-09-30 08:48:22 UTC; root
Author: Haeran Cho [aut], Karolos Korkas [aut, cre]
Repository: https://kakoko1984.r-universe.dev
Date/Publication: 2025-07-06 23:20:01 UTC
RemoteUrl: https://github.com/cran/segMGarch
RemoteRef: HEAD
RemoteSha: 46b92b57c37831508479aa37cb57985acee34aba