Provides efficient implementation of the Narrowest-Over-Threshold methodology for detecting an unknown number of change-points occurring at unknown locations in one-dimensional data following 'deterministic signal + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, piecewise-linear signal, piecewise-quadratic signal, piecewise-constant signal and with piecewise-constant variance of the noise. For details, see Baranowski, Chen and Fryzlewicz (2019) <doi:10.1111/rssb.12322>.
Package details |
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Author | Rafal Baranowski, Yining Chen, Piotr Fryzlewicz |
Maintainer | Yining Chen <Y.Chen101@lse.ac.uk> |
License | GPL-2 |
Version | 1.5 |
Package repository | View on CRAN |
Installation |
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