IDetect: IDetect: Multiple generalised change-point detection using...
In IDetect: Isolate-Detect Methodology for Multiple Change-Point Detection
Description
Author(s)
References
See Also
Examples
Description
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.
Author(s)
Andreas Anastasiou, a.anastasiou@lse.ac.uk, Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk
References
“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.
Examples
1
#See Examples for ID.
IDetect documentation built on May 2, 2019, 11:04 a.m.
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Description Author(s) References See Also Examples
Description
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.
Author(s)
Andreas Anastasiou, a.anastasiou@lse.ac.uk, Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk
References
“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.
Examples
1 | #See Examples for ID.
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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