Provides efficient implementation of the NarrowestOverThreshold methodology for detecting an unknown number of changepoints occurring at unknown locations in onedimensional data following deterministic signal + noise model, see R. Baranowski, Y. Chen and P. Fryzlewicz (2019) <doi:10.1111/rssb.12322>. Currently implemented scenarios are: piecewiseconstant signal, piecewiseconstant signal with a heavytailed noise, piecewiselinear signal, piecewisequadratic signal, piecewiseconstant signal and with piecewiseconstant variance of the noise.
Package details 


Author  Rafal Baranowski, Yining Chen, Piotr Fryzlewicz 
Maintainer  Rafal Baranowski <package_maintenance@rbaranowski.com> 
License  GPL2 
Version  1.2 
Package repository  View on CRAN 
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