DeCAFS

cranv3.3.5

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>.

License GPL (>= 2)0 versions1 maintainers3 deps81 weekly dl
https://CRAN.R-project.org/package=DeCAFS
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15/25
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25/25
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First published · 2025-12-11 11:42:40

Last updated · 2025-12-08T16:50:02+00:00