trendsegmentR: Linear Trend Segmentation

Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.

Package details

AuthorHyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut]
MaintainerHyeyoung Maeng <hyeyoung.maeng@durham.ac.uk>
LicenseGPL
Version1.3.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("trendsegmentR")

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trendsegmentR documentation built on Aug. 24, 2023, 5:07 p.m.