trendsegmentR: Linear Trend Segmentation and Point Anomaly Detection

Performs the detection of point anomalies and linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2019) <http://personal.lse.ac.uk/maengh/>. The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.

Getting started

Package details

AuthorHyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut]
MaintainerHyeyoung Maeng <[email protected]>
LicenseGPL
Version1.0.0
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 May 6, 2019, 1:03 a.m.