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Narrowest-Over-Threshold Change-Point Detection

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>.

Versions across snapshots

VersionRepositoryFileSize
1.6 rolling linux/jammy R-4.5 not_1.6.tar.gz 70.7 KiB
1.6 rolling linux/noble R-4.5 not_1.6.tar.gz 70.4 KiB
1.6 rolling source/ R- not_1.6.tar.gz 22.5 KiB
1.6 latest linux/jammy R-4.5 not_1.6.tar.gz 70.7 KiB
1.6 latest linux/noble R-4.5 not_1.6.tar.gz 70.4 KiB
1.6 latest source/ R- not_1.6.tar.gz 22.5 KiB
1.6 2026-04-26 source/ R- not_1.6.tar.gz 22.5 KiB
1.6 2026-04-23 source/ R- not_1.6.tar.gz 22.5 KiB
1.6 2026-04-09 windows/windows R-4.5 not_1.6.zip 191.3 KiB
1.6 2025-04-20 source/ R- not_1.6.tar.gz 22.5 KiB

Dependencies (latest)

Depends