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Narrowest-Over-Threshold Change-Point Detection

v1.6 · Sep 23, 2024 · GPL-2

Description

Provides efficient implementation of the Narrowest-Over-Threshold methodology for detecting an unknown number of change-points occurring at unknown locations in one-dimensional data following 'deterministic signal + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, piecewise-linear signal, piecewise-quadratic signal, piecewise-constant signal and with piecewise-constant variance of the noise. For details, see Baranowski, Chen and Fryzlewicz (2019) <doi:10.1111/rssb.12322>.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

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Dependencies Reverse dependencies ggchangepoint not

Version History

7 tracked
new 1.6 Mar 10, 2026
updated 1.6 ← 1.5 diff Sep 22, 2024
updated 1.5 ← 1.4 diff Feb 1, 2023
updated 1.4 ← 1.3 diff Oct 5, 2022
updated 1.3 ← 1.0 diff Mar 3, 2022
updated 1.0 ← 1.2 diff Jun 26, 2020
new 1.2 Jul 3, 2019