breakfast: Multiple Change-Point Detection and Segmentation

The breakfast package performs multiple change-point detection in data sequences, or sequence segmentation, using computationally efficient multiscale methods. This version of the package implements the "Tail-Greedy Unbalanced Haar", "Wild Binary Segmentation" and "Adaptive Wild Binary Segmentation" change-point detection and segmentation methodologies. To start with, see the function segment.mean.

install.packages("breakfast")

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