Isolate-Detect Methodology for Multiple Change-Point Detection

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.


Reference manual

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0.1.0 by Andreas Anastasiou, 3 years ago

Browse source code at

Authors: Andreas Anastasiou [aut, cre] , Piotr Fryzlewicz [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports splines

Suggests testthat

Imported by ccid.

See at CRAN