Man pages for DeCAFS
Detecting Changes in Autocorrelated and Fluctuating Signals

bestParametersbestParameters
costL2 error estimation
dataRWARGenerate a Random Walk + AR realization
dataSinusoidalGenerating data from a sinusoidal model with changes
DeCAFSMain DeCAFS algorithm for detecting abrupt changes
estimateParametersEstimate parameter in the Random Walk Autoregressive model
estimVarVariance estimation for diff k operators
evalEtaNuRW and AR(1) variance estimations with fixed AR(1) parameter
guidedModelSelectionGuided Model Selection
oilWellRock structure data from an oil well
plot.DeCAFSoutDeCAFS Plotting
scenarioGeneratorGenerate a piecewise constant signal of a given length
DeCAFS documentation built on Jan. 6, 2023, 5:27 p.m.