Detect abrupt changes in time series with local fluctuations as a random walk process and autocorrelated noise as an AR(1) process. See Romano, G., Rigaill, G., Runge, V., Fearnhead, P. (2021) <doi:10.1080/01621459.2021.1909598>.
Version: | 3.3.1 |
Depends: | R (≥ 2.10) |
Imports: | Rcpp (≥ 1.0.0), ggplot2, robustbase |
LinkingTo: | Rcpp |
Published: | 2022-01-05 |
Author: | Gaetano Romano [aut, cre], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut] |
Maintainer: | Gaetano Romano <g.romano at lancaster.ac.uk> |
BugReports: | https://github.com/gtromano/DeCAFS/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | yes |
Materials: | README |
CRAN checks: | DeCAFS results |
Reference manual: | DeCAFS.pdf |
Package source: | DeCAFS_3.3.1.tar.gz |
Windows binaries: | r-devel: DeCAFS_3.3.1.zip, r-release: DeCAFS_3.3.1.zip, r-oldrel: DeCAFS_3.3.1.zip |
macOS binaries: | r-release (arm64): DeCAFS_3.3.1.tgz, r-oldrel (arm64): DeCAFS_3.3.1.tgz, r-release (x86_64): DeCAFS_3.3.1.tgz, r-oldrel (x86_64): DeCAFS_3.3.1.tgz |
Old sources: | DeCAFS archive |
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