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