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. (2021) .


Reference manual

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3.3.1 by Gaetano Romano, 16 days ago

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

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, ggplot2, robustbase

Linking to Rcpp

See at CRAN