breakfast

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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

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 (11)

• 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
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
• High dimensional change point inference: recent developments and extensions
• 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

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