Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.
| Version: | 1.3.0 |
| Published: | 2023-08-24 |
| DOI: | 10.32614/CRAN.package.trendsegmentR |
| Author: | Hyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut] |
| Maintainer: | Hyeyoung Maeng <hyeyoung.maeng at durham.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| CRAN checks: | trendsegmentR results |
| Reference manual: | trendsegmentR.pdf |
| Package source: | trendsegmentR_1.3.0.tar.gz |
| Windows binaries: | r-devel: trendsegmentR_1.3.0.zip, r-release: trendsegmentR_1.3.0.zip, r-oldrel: trendsegmentR_1.3.0.zip |
| macOS binaries: | r-release (arm64): trendsegmentR_1.3.0.tgz, r-oldrel (arm64): trendsegmentR_1.3.0.tgz, r-release (x86_64): trendsegmentR_1.3.0.tgz, r-oldrel (x86_64): trendsegmentR_1.3.0.tgz |
| Old sources: | trendsegmentR archive |
Please use the canonical form https://CRAN.R-project.org/package=trendsegmentR to link to this page.