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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)
- Version1.6
- R versionunknown
- LicenseGPL-2
- Needs compilation?Yes
- Last release09/23/2024
Team
Yining Chen
Rafal Baranowski
Show author detailsRolesAuthorPiotr Fryzlewicz
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- Depends2 packages