To cite package ‘vccp’ in publications use:

Xiong X, Cribben I (2021). vccp: Vine Copula Change Point Detection in Multivariate Time Series. R package version 0.1.1, https://github.com/xinxiong0238/vccp.

Corresponding BibTeX entry:

  @Manual{,
    title = {vccp: Vine Copula Change Point Detection in Multivariate
      Time Series},
    author = {Xin Xiong and Ivor Cribben},
    year = {2021},
    note = {R package version 0.1.1},
    url = {https://github.com/xinxiong0238/vccp},
  }