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, a.anastasiou@lse.ac.uk, Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk

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

`ID`

, `ID_pcm`

, `ID_cplm`

, `ht_ID_pcm`

,
and `ht_ID_cplm`

.

1 | ```
#See Examples for ID.
``` |

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