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) < https://docs.wixstatic.com/ugd/24cdcc_6a0866c574654163b8255e272bc0001b.pdf>. 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.


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install.packages("IDetect")

0.1.0 by Andreas Anastasiou, a year ago


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


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


Documentation:   PDF Manual  


GPL-3 license


Imports splines

Suggests testthat


See at CRAN