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: |
1.6 |
Depends: |
graphics, stats, splines |
Published: |
2024-09-23 |
DOI: |
10.32614/CRAN.package.not |
Author: |
Rafal Baranowski [aut],
Yining Chen [aut, cre],
Piotr Fryzlewicz [aut] |
Maintainer: |
Yining Chen <y.chen101 at lse.ac.uk> |
License: |
GPL-2 |
NeedsCompilation: |
yes |
CRAN checks: |
not results |
Documentation:
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