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.

Getting started

Package details

AuthorPiotr Fryzlewicz [aut, cre]
MaintainerPiotr Fryzlewicz <[email protected]>
Package repositoryView on CRAN
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breakfast documentation built on May 2, 2019, 2:44 p.m.