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DeCAFS: Detecting Changes in Autocorrelated and Fluctuating Signals
Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2021) <doi:10.1080/01621459.2021.1909598>.
Getting started
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Package details |
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| Author | Gaetano Romano [aut, cre], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut] |
| Maintainer | Gaetano Romano <g.romano@lancaster.ac.uk> |
| License | GPL (>= 2) |
| Version | 3.3.3 |
| Package repository | View on CRAN |
| Installation |
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