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Provides efficient implementation of the Isolate-Detect methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the "deterministic + noise" model. For details on the Isolate-Detect methodology, please see Anastasiou and Fryzlewicz (2018) <https://docs.wixstatic.com/ugd/24cdcc_6a0866c574654163b8255e272bc0001b.pdf>. Currently implemented scenarios are: piecewise-constant signal with Gaussian noise, piecewise-constant signal with heavy-tailed noise, continuous piecewise-linear signal with Gaussian noise, continuous piecewise-linear signal with heavy-tailed noise.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.3.0) |
| Imports: | splines |
| Suggests: | testthat |
| Published: | 2018-03-09 |
| DOI: | 10.32614/CRAN.package.IDetect |
| Author: | Andreas Anastasiou [aut, cre], Piotr Fryzlewicz [aut] |
| Maintainer: | Andreas Anastasiou <a.anastasiou at lse.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Citation: | IDetect citation info |
| CRAN checks: | IDetect results |
| Reference manual: | IDetect.pdf |
| Package source: | IDetect_0.1.0.tar.gz |
| Windows binaries: | r-devel: IDetect_0.1.0.zip, r-release: IDetect_0.1.0.zip, r-oldrel: IDetect_0.1.0.zip |
| macOS binaries: | r-release (arm64): IDetect_0.1.0.tgz, r-oldrel (arm64): IDetect_0.1.0.tgz, r-release (x86_64): IDetect_0.1.0.tgz, r-oldrel (x86_64): IDetect_0.1.0.tgz |
| Reverse imports: | ccid |
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