R: Modified Iterative Cumulative Sum of Squares Algorithm

# Modified Iterative Cumulative Sum of Squares Algorithm

## Documentation for package ‘micss’ version 0.3.1

- DESCRIPTION file
- Package NEWS

## Help Pages

alpha_hill | Hill's estimator of the tail index
alpha_nr | Nicolau & Rodrigues estimator of the tail index
data | Data used in the examples
icss | Iterative Cumulative Sum of Squares Algorithm
kappa_test | CUMSUMQ test to test for changes in the unconditional variance
logReturnsRandDollar | Data used in the examples
lrv.spc.bartlett | lrv.spc.bartlett
micss | Modiffied Iterative Cumulative Sum of Squares Algorithm
plot.icss | plot.icss
print.icss | print.icss
print.micss | print.micss
whitening | Whitening