IDetect: Isolate-Detect Methodology for Multiple Change-Point Detection

Provides efficient implementation of the Isolate-Detect methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the "deterministic + noise" model. For details on the Isolate-Detect methodology, please see Anastasiou and Fryzlewicz (2018) <>. Currently implemented scenarios are: piecewise-constant signal with Gaussian noise, piecewise-constant signal with heavy-tailed noise, continuous piecewise-linear signal with Gaussian noise, continuous piecewise-linear signal with heavy-tailed noise.

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Package details

AuthorAndreas Anastasiou [aut, cre], Piotr Fryzlewicz [aut]
MaintainerAndreas Anastasiou <>
Package repositoryView on CRAN
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IDetect documentation built on May 2, 2019, 11:04 a.m.