IDetect

MaRDI QIDQ39719swMATHCRANFDO

Authors Andreas Anastasiou, P. Fryzlewicz

Last update 7 May 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0, PACKAGES.rds, 0.1.1

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

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

Description

The IDetect provides efficient implementation of the ID methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the ‘deterministic + noise’ model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, continuous piecewise-linear signal, continuous piecewise-linear signal with a heavy-tailed noise.

Described by source

• Detecting multiple generalized change-points by isolating single ones

Cited in

(7)

• jointseg
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• cpm
• FDRSeg
• Segmentor3IsBack
• cumSeg
• ccid

This page was built for software: IDetect