not: Narrowest-Over-Threshold Change-Point Detection
Version 1.0

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.

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AuthorRafal Baranowski, Yining Chen, Piotr Fryzlewicz
Date of publication2016-08-23 23:15:50
MaintainerRafal Baranowski <r.baranowski@lse.ac.uk>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("not")

Man pages

aic.penalty: Akaike Information Criterion penalty
features: Extract locations of features from a 'not' object
loglik.not: Extract likelihood from a 'not' object
not: Narrowest-Over-Threshold Change-Point Detection
not-package: Narrowest-Over-Threshold Change-Point Detection
plot.not: Plot a 'not' object
predict.not: Estimate signal for a 'not' object.
random.intervals: Generate random intervals
residuals.not: Extract residuals from a 'not' object
sic.penalty: Schwarz Information Criterion penalty

Functions

aic.penalty Man page Source code
features Man page Source code
features.default Man page Source code
logLik.not Man page Source code
not Man page Source code
not-package Man page
not.default Man page Source code
plot.not Man page Source code
predict.not Man page Source code
random.intervals Man page Source code
residuals.not Man page Source code
sic.penalty Man page Source code

Files

src
src/Makevars
src/changepoints_tree.h
src/contrasts.c
src/not.c
src/contrasts.h
src/not.h
src/changepoints_tree.c
NAMESPACE
R
R/logLik.R
R/penalties.R
R/plot.R
R/predict.R
R/not.R
R/random.intervals.R
R/features.R
R/residuals.R
MD5
DESCRIPTION
man
man/plot.not.Rd
man/aic.penalty.Rd
man/residuals.not.Rd
man/loglik.not.Rd
man/features.Rd
man/sic.penalty.Rd
man/random.intervals.Rd
man/not-package.Rd
man/not.Rd
man/predict.not.Rd
not documentation built on May 29, 2017, 2:56 p.m.