IDetect: Isolate-Detect Methodology for Multiple Change-Point Detection

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

Documentation:

Reference manual:

IDetect.pdf

Downloads:

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 dependencies:

Reverse imports:

ccid

Linking:

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