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.
|Author||Rafal Baranowski, Yining Chen, Piotr Fryzlewicz|
|Date of publication||2016-08-23 23:15:50|
|Maintainer||Rafal Baranowski <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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