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Provides efficient implementation of the Narrowest-Over-Threshold methodology for detecting an unknown number of change-points occurring at unknown locations in one-dimensional data following 'deterministic signal + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, piecewise-linear signal, piecewise-quadratic signal, piecewise-constant signal and with piecewise-constant variance of the noise. For details, see Baranowski, Chen and Fryzlewicz (2019) <doi:10.1111/rssb.12322>.
| Version: | 1.5 |
| Depends: | graphics, stats, splines |
| Published: | 2023-02-01 |
| Author: | Rafal Baranowski, Yining Chen, Piotr Fryzlewicz |
| Maintainer: | Yining Chen <Y.Chen101 at lse.ac.uk> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | not results |
| Reference manual: | not.pdf |
| Package source: | not_1.5.tar.gz |
| Windows binaries: | r-devel: not_1.5.zip, r-release: not_1.5.zip, r-oldrel: not_1.5.zip |
| macOS binaries: | r-release (arm64): not_1.5.tgz, r-oldrel (arm64): not_1.5.tgz, r-release (x86_64): not_1.5.tgz, r-oldrel (x86_64): not_1.5.tgz |
| Old sources: | not archive |
| Reverse suggests: | fastcpd |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.