not: Narrowest-Over-Threshold Change-Point Detection

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: 1.6
Depends: graphics, stats, splines
Published: 2024-09-23
DOI: 10.32614/CRAN.package.not
Author: Rafal Baranowski [aut], Yining Chen [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Yining Chen <y.chen101 at lse.ac.uk>
License: GPL-2
NeedsCompilation: yes
CRAN checks: not results

Documentation:

Reference manual: not.pdf

Downloads:

Package source: not_1.6.tar.gz
Windows binaries: r-devel: not_1.6.zip, r-release: not_1.6.zip, r-oldrel: not_1.6.zip
macOS binaries: r-release (arm64): not_1.6.tgz, r-oldrel (arm64): not_1.6.tgz, r-release (x86_64): not_1.6.tgz, r-oldrel (x86_64): not_1.6.tgz
Old sources: not archive

Reverse dependencies:

Reverse suggests: fastcpd

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