not: Narrowest-Over-Threshold Change-Point Detection

Provides efficient implementation of the Narrowest-Over-Threshold methodology for detecting an unknown number of change-points occurring at unknown locations in one-dimensional data following 'deterministic signal + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, piecewise-linear signal, piecewise-quadratic signal, piecewise-constant signal and with piecewise-constant variance of the noise. For details, see Baranowski, Chen and Fryzlewicz (2019) <doi:10.1111/rssb.12322>.

Version: 1.4
Depends: graphics, stats, splines
Published: 2022-10-06
Author: Rafal Baranowski, Yining Chen, Piotr Fryzlewicz
Maintainer: Yining Chen <Y.Chen101 at lse.ac.uk>
License: GPL-2
NeedsCompilation: yes
CRAN checks: not results

Documentation:

Reference manual: not.pdf

Downloads:

Package source: not_1.4.tar.gz
Windows binaries: r-devel: not_1.4.zip, r-release: not_1.4.zip, r-oldrel: not_1.4.zip
macOS binaries: r-release (arm64): not_1.4.tgz, r-oldrel (arm64): not_1.4.tgz, r-release (x86_64): not_1.4.tgz, r-oldrel (x86_64): not_1.4.tgz
Old sources: not archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=not to link to this page.