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r-not

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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, see R. Baranowski, Y. Chen and P. Fryzlewicz (2019) <doi:10.1111/rssb.12322>. 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.

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-not

Usage Tracking

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About

Summary

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, see R. Baranowski, Y. Chen and P. Fryzlewicz (2019) <doi:10.1111/rssb.12322>. 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.

Last Updated

Oct 14, 2019 at 11:48

License

GPL-2

Total Downloads

3

Supported Platforms

linux-64
win-64
macOS-64