rbaranowski/not: Narrowest-Over-Threshold Change-Point Detection
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.
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Package details |
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| Author | Rafal Baranowski, Yining Chen, Piotr Fryzlewicz |
| Maintainer | Rafal Baranowski <package_maintenance@rbaranowski.com> |
| License | GPL-2 |
| Version | 1.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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