Performs the detection of point anomalies and linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2019) <http://personal.lse.ac.uk/maengh/>. The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.6.0) |
| Published: | 2019-05-03 |
| Author: | Hyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut] |
| Maintainer: | Hyeyoung Maeng <h.maeng at lse.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| CRAN checks: | trendsegmentR results |
| Reference manual: | trendsegmentR.pdf |
| Package source: | trendsegmentR_1.0.0.tar.gz |
| Windows binaries: | r-devel: trendsegmentR_1.0.0.zip, r-release: trendsegmentR_1.0.0.zip, r-oldrel: trendsegmentR_1.0.0.zip |
| macOS binaries: | r-release: trendsegmentR_1.0.0.tgz, r-oldrel: trendsegmentR_1.0.0.tgz |
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