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) .
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Gaetano Romano, 6 months ago
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Browse source code at
Gaetano Romano [aut, cre]
Guillem Rigaill [aut]
Vincent Runge [aut]
Paul Fearnhead [aut]
GPL (>= 2)
Imports Rcpp, ggplot2, robustbase
Linking to Rcpp
See at CRAN