Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2020) <arXiv:2005.01379>.
| Version: | 3.1.5 |
| Depends: | R (≥ 2.10) |
| Imports: | Rcpp (≥ 1.0.0), ggplot2 |
| LinkingTo: | Rcpp |
| Published: | 2020-05-18 |
| Author: | Gaetano Romano [aut, cre], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut] |
| Maintainer: | Gaetano Romano <g.romano at lancaster.ac.uk> |
| BugReports: | https://github.com/gtromano/DeCAFS/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | DeCAFS results |
| Reference manual: | DeCAFS.pdf |
| Package source: | DeCAFS_3.1.5.tar.gz |
| Windows binaries: | r-devel: DeCAFS_3.1.5.zip, r-release: DeCAFS_3.1.5.zip, r-oldrel: DeCAFS_3.1.5.zip |
| macOS binaries: | r-release: DeCAFS_3.1.5.tgz, r-oldrel: DeCAFS_3.1.5.tgz |
| Old sources: | DeCAFS archive |
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