IDetect-package: IDetect: Multiple generalised change-point detection using...

IDetect-packageR Documentation

IDetect: Multiple generalised change-point detection using the Isolate-Detect methodology

Description

The IDetect package implements the Isolate-Detect methodology for multiple generalised change-point detection in one-dimensional data following the “deterministic signal + noise” model. The different structures that are implemented are: piecewise-constant mean signal, piecewise-constant mean signal with heavy tailed noise, piecewise-linear mean and continuous signal, and piecewise-linear mean and continuous signal with heavy-tailed noise. The main routine of the package is ID.

Author(s)

Andreas Anastasiou, anastasiou.andreas@ucy.ac.cy

References

“Detecting multiple generalized change-points by isolating single ones”, Anastasiou and Fryzlewicz (2017), preprint.

See Also

ID, ID_pcm, ID_plm, ht_ID_pcm, and ht_ID_plm.

Examples

#See Examples for ID.

IDetect documentation built on May 7, 2026, 5:09 p.m.