Provides efficient implementation of the IsolateDetect methodology for the consistent estimation of the number and location of multiple changepoints in onedimensional data sequences from the "deterministic + noise" model. For details on the IsolateDetect methodology, please see Anastasiou and Fryzlewicz (2018) <https://docs.wixstatic.com/ugd/24cdcc_6a0866c574654163b8255e272bc0001b.pdf>. Currently implemented scenarios are: piecewiseconstant signal with Gaussian noise, piecewiseconstant signal with heavytailed noise, continuous piecewiselinear signal with Gaussian noise, continuous piecewiselinear signal with heavytailed noise.
Package details 


Author  Andreas Anastasiou [aut, cre], Piotr Fryzlewicz [aut] 
Maintainer  Andreas Anastasiou <a.anastasiou@lse.ac.uk> 
License  GPL3 
Version  0.1.0 
Package repository  View on CRAN 
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