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Narrowest-Over-Threshold Change-Point Detection

Installation

About

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.

Key Metrics

Version 1.5
Published 2023-02-01 618 days ago
Needs compilation? yes
License GPL-2
CRAN checks not results

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Maintainer

Maintainer

Yining Chen

Authors

Rafal Baranowski
Yining Chen
Piotr Fryzlewicz

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

not archive

Depends

graphics
stats
splines