trendsegmentR: Linear Trend Segmentation and Point Anomaly Detection

Performs the detection of point anomalies and linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2019) <http://personal.lse.ac.uk/maengh/>. The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.

Version: 1.0.0
Depends: R (≥ 3.6.0)
Published: 2019-05-03
Author: Hyeyoung Maeng [aut, cre], Piotr Fryzlewicz [aut]
Maintainer: Hyeyoung Maeng <h.maeng at lse.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation: no
CRAN checks: trendsegmentR results

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Reference manual: trendsegmentR.pdf
Package source: trendsegmentR_1.0.0.tar.gz
Windows binaries: r-devel: trendsegmentR_1.0.0.zip, r-release: trendsegmentR_1.0.0.zip, r-oldrel: not available
OS X binaries: r-release: trendsegmentR_1.0.0.tgz, r-oldrel: not available

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