trendsegmentR: Linear Trend Segmentation

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 (2021). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.

Version: 1.1.0
Published: 2021-11-19
Author: Hyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Hyeyoung Maeng <h.maeng4 at lancaster.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: trendsegmentR results

Documentation:

Reference manual: trendsegmentR.pdf

Downloads:

Package source: trendsegmentR_1.1.0.tar.gz
Windows binaries: r-devel: trendsegmentR_1.1.0.zip, r-release: trendsegmentR_1.1.0.zip, r-oldrel: trendsegmentR_1.1.0.zip
macOS binaries: r-release (arm64): trendsegmentR_1.1.0.tgz, r-oldrel (arm64): trendsegmentR_1.1.0.tgz, r-release (x86_64): trendsegmentR_1.1.0.tgz, r-oldrel (x86_64): trendsegmentR_1.1.0.tgz
Old sources: trendsegmentR archive

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