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IDetect  

Isolate-Detect Methodology for Multiple Change-Point Detection
View on CRAN: Click here


Download and install IDetect package within the R console
Install from CRAN:
install.packages("IDetect")

Install from Github:
library("remotes")
install_github("cran/IDetect")

Install by package version:
library("remotes")
install_version("IDetect", "0.1.0")



Attach the package and use:
library("IDetect")
Maintained by
Andreas Anastasiou
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-03-09
Latest Update: 2018-03-09
Description:
Provides efficient implementation of the Isolate-Detect methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the "deterministic + noise" model. For details on the Isolate-Detect methodology, please see Anastasiou and Fryzlewicz (2018) . Currently implemented scenarios are: piecewise-constant signal with Gaussian noise, piecewise-constant signal with heavy-tailed noise, continuous piecewise-linear signal with Gaussian noise, continuous piecewise-linear signal with heavy-tailed noise.
How to cite:
Andreas Anastasiou (2018). IDetect: Isolate-Detect Methodology for Multiple Change-Point Detection. R package version 0.1.0, https://cran.r-project.org/web/packages/IDetect
Previous versions and publish date:
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Other R packages that IDetect depends, imports, suggests or enhances
Functions, R codes and Examples using the IDetect R package
Some associated functions: ID . ID_cplm . ID_pcm . IDetect . cplm_ic . cplm_th . est_signal . ht_ID_cplm . ht_ID_pcm . normalise . pcm_ic . pcm_th . resid_ID . s_e_points . sol_path_cplm . sol_path_pcm . win_cplm_th . win_pcm_th . 
Some associated R codes: Finalised_coding.R . package-IDetect.R .  Full IDetect package functions and examples
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