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IDetect: Isolate-Detect Method for Multiple Change-Point Detection
The IDetect provides efficient implementation of the ID methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the `deterministic + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, continuous piecewise-linear signal, continuous piecewise-linear signal with a heavy-tailed noise.
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Package details |
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| Author | Andreas Anastasiou [aut, cre], Piotr Fryzlewicz [aut] |
| Maintainer | Andreas Anastasiou <anastasiou.andreas@ucy.ac.cy> |
| License | GPL-3 |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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