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

Description Author(s) References See Also Examples


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


Andreas Anastasiou,, Piotr Fryzlewicz,


“Detecting multiple generalized change-points by isolating single ones”, Anastasiou and Fryzlewicz (2018), preprint.

See Also

ID, ID_pcm, ID_cplm, ht_ID_pcm, and ht_ID_cplm.


#See Examples for ID.

IDetect documentation built on May 2, 2019, 11:04 a.m.

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