breakfast

swMATH22395CRANbreakfastMaRDI QIDQ34187FDOQ34187

Methods for Fast Multiple Change-Point Detection and Estimation

Andreas Anastasiou, Piotr Fryzlewicz, Haeran Cho, Yining Chen

Last update: 18 October 2022

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.3

Official website: https://cran.r-project.org/web/packages/breakfast/index.html

Source code repository: https://github.com/cran/breakfast

Described by source

• Tail-greedy bottom-up data decompositions and fast multiple change-point detection

Cited In (37)

• Detecting multiple generalized change-points by isolating single ones
• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
• A distribution free test for changes in the trend function of locally stationary processes
• Multiscale Quantile Segmentation
• changepoint
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
• wbs
• cpm
• bcp
• DNAcopy
• not
• FDRSeg
• ecp
• AR1seg
• wbsts
• changepoint.np
• Segmentor3IsBack
• stepR
• ruptures
• cumSeg
• IDetect
• basta
• trendsegmentR
• gfpop
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• PeakSegOptimal
• fpop
• mscp
• mosum
• VARDetect
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
• High dimensional change point inference: recent developments and extensions
• hdcd
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• jointseg

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