Detecting Changes in Autocorrelated and Fluctuating Signals

Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2020) .


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install.packages("DeCAFS")

3.1.5 by Gaetano Romano, 5 months ago


Report a bug at https://github.com/gtromano/DeCAFS/issues


Browse source code at https://github.com/cran/DeCAFS


Authors: Gaetano Romano [aut, cre] , Guillem Rigaill [aut] , Vincent Runge [aut] , Paul Fearnhead [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, ggplot2

Linking to Rcpp


See at CRAN