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) <>. 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 <>
Package repositoryView on CRAN
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trendsegmentR documentation built on May 6, 2019, 1:03 a.m.