{ "_id": "6a116ba6acfb0bcc41cf43d1", "Package": "micss", "Type": "Package", "Title": "Modified Iterative Cumulative Sum of Squares Algorithm", "Version": "0.3.1", "Authors@R": "c(person(\"Josep Lluís\", \"Carrion-i-Silvestre\", role = \"aut\", email = \"carrion@ub.edu\"),\nperson(\"Andreu\", \"Sansó\", role = c(\"aut\",\"cre\"), email = \"andreu.sanso@uib.eu\"))", "Maintainer": "Andreu Sansó ", "Description": "Companion package of Carrion-i-Silvestre & Sansó (2026):\n\"Testing for Constant Unconditional Variance in Heavy-Tailed\nTime Series\". It implements the Modified Iterative Cumulative\nSum of Squares Algorithm, which is an extension of the\nIterative Cumulative Sum of Squares (ICSS) Algorithm of Inclan\nand Tiao (1994), and it checks for changes in the unconditional\nvariance of a time series controlling for the tail index of the\nunderlying distribution. The fourth order moment is estimated\nnon-parametrically to avoid the size problems when the\ninnovations are non-Gaussian (see, Sansó et al., 2004).\nCritical values and p-values are generated using a Generalized\nExtreme Value distribution approach. References\nCarrion-i-Silvestre J.J & Sansó A (2026)\n. Inclan C & Tiao G.C (1994)\n, Sansó A & Aragó V &\nCarrion-i-Silvestre J.L (2004)\n.", "License": "GPL-2", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.3", "Config/testthat/edition": "3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-23 08:53:20 UTC", "User": "root" }, "Author": "Josep Lluís Carrion-i-Silvestre [aut], Andreu Sansó [aut, cre]", "Repository": "https://andreusanso.r-universe.dev", "Date/Publication": "2026-03-24 17:40:02 UTC", "RemoteUrl": "https://github.com/cran/micss", "RemoteRef": "HEAD", "RemoteSha": "84bddb7a3cf1056c9d73220b325488dac91e3eb3", "MD5sum": "5583e79c3dc73bc47e463ca14dde0be3", "_user": "andreusanso", "_type": "src", "_file": "micss_0.3.1.tar.gz", "_fileid": "e129c190b533d840c88f0cd82f3ccd7215954cdf12888db5703975ae1c3e13bf", "_filesize": 211774, "_sha256": "e129c190b533d840c88f0cd82f3ccd7215954cdf12888db5703975ae1c3e13bf", "_created": "2026-05-23T08:53:20.000Z", "_published": "2026-05-23T08:56:06.056Z", "_distro": "noble", 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