| IDetect-package | R Documentation |
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.
Andreas Anastasiou, anastasiou.andreas@ucy.ac.cy
“Detecting multiple generalized change-points by isolating single ones”, Anastasiou and Fryzlewicz (2017), preprint.
ID, ID_pcm, ID_plm, ht_ID_pcm,
and ht_ID_plm.
#See Examples for ID.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.