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Narrowest-Over-Threshold Change-Point Detection

CRAN Package

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.

  • Version1.6
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?Yes
  • Last release09/23/2024

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