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
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

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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
OS X binaries: r-release: IDetect_0.1.0.tgz, r-oldrel: IDetect_0.1.0.tgz

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