DeCAFS
Detecting Changes in Autocorrelated and Fluctuating Signals
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.3.5 |
rolling linux/jammy R-4.5 | DeCAFS_3.3.5.tar.gz |
128.2 KiB |
3.3.5 |
rolling linux/noble R-4.5 | DeCAFS_3.3.5.tar.gz |
129.2 KiB |
3.3.5 |
rolling source/ R- | DeCAFS_3.3.5.tar.gz |
39.5 KiB |
3.3.5 |
latest linux/jammy R-4.5 | DeCAFS_3.3.5.tar.gz |
128.2 KiB |
3.3.5 |
latest linux/noble R-4.5 | DeCAFS_3.3.5.tar.gz |
129.2 KiB |
3.3.5 |
latest source/ R- | DeCAFS_3.3.5.tar.gz |
39.5 KiB |
3.3.5 |
2026-04-26 source/ R- | DeCAFS_3.3.5.tar.gz |
39.5 KiB |
3.3.5 |
2026-04-23 source/ R- | DeCAFS_3.3.5.tar.gz |
39.5 KiB |
3.3.5 |
2026-04-09 windows/windows R-4.5 | DeCAFS_3.3.5.zip |
447.5 KiB |
3.3.3 |
2025-04-20 source/ R- | DeCAFS_3.3.3.tar.gz |
38.8 KiB |
Dependencies (latest)
Imports
- Rcpp (>= 1.0.0)
- ggplot2
- robustbase