swMATH29264CRANtrendsegmentRMaRDI QIDQ40978FDOQ40978
Linear Trend Segmentation
Piotr Fryzlewicz, Hyeyoung Maeng
Last update: 24 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.1.0, 1.0.0, 1.2.0, 1.3.0
Official website: https://cran.r-project.org/web/packages/trendsegmentR/index.html
Source code repository: https://github.com/cran/trendsegmentR
Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.
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