| IDetect {IDetect} | R Documentation |
IDetect: Multiple generalised change-point detection using the Isolate-Detect methodology
Description
The IDetect package implements the Isolate-Detect methodology for
multiple generalised change-point detection, or sequence segmentation, in one-dimensional data
following the “deterministic signal + noise” model. The different structures that
are implemented are: piecewise-constant signal with Gaussian noise, piecewise-constant signal with
heavy tailed noise, piecewise-linear and continuous signal with Gaussian noise,
and piecewise-linear and continuous signal with heavy-tailed noise. The main routine
of the package is ID.
Author(s)
Andreas Anastasiou, a.anastasiou@lse.ac.uk, Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk
References
“Detecting multiple generalized change-points by isolating single ones”, Anastasiou and Fryzlewicz (2018), preprint.
See Also
ID, ID_pcm, ID_cplm, ht_ID_pcm,
and ht_ID_cplm.
Examples
#See Examples for ID.