trendsegmentR-package: trendsegmentR: Linear Trend Segmentation

trendsegmentR-packageR Documentation

trendsegmentR: Linear Trend Segmentation

Description

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.

Author(s)

Maintainer: Hyeyoung Maeng hyeyoung.maeng@durham.ac.uk

Authors:


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