Detecting Changes in Autocorrelated and Fluctuating Signals


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Documentation for package ‘DeCAFS’ version 3.3.3

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bestParameters bestParameters
cost L2 error estimation
dataRWAR Generate a Random Walk + AR realization
dataSinusoidal Generating data from a sinusoidal model with changes
DeCAFS Main DeCAFS algorithm for detecting abrupt changes
estimateParameters Estimate parameter in the Random Walk Autoregressive model
estimVar Variance estimation for diff k operators
evalEtaNu RW and AR(1) variance estimations with fixed AR(1) parameter
guidedModelSelection Guided Model Selection
oilWell Rock structure data from an oil well
plot.DeCAFSout DeCAFS Plotting
scenarioGenerator Generate a piecewise constant signal of a given length