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trendsegmentR (version 1.3.0)

Linear Trend Segmentation

Description

Performs the detection of linear trend changes for univariate time series by implementing the bottom-up unbalanced wavelet transformation proposed by H. Maeng and P. Fryzlewicz (2023). The estimated number and locations of the change-points are returned with the piecewise-linear estimator for signal.

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Install

install.packages('trendsegmentR')

Monthly Downloads

308

Version

1.3.0

License

GPL

Maintainer

Hyeyoung Maeng

Last Published

August 24th, 2023

Functions in trendsegmentR (1.3.0)

trendsegmentR-package

trendsegmentR: Linear Trend Segmentation
trendsegment

Detecting linear trend changes for univariate time series
thresholding

Noise reduction from the sequence of detail coefficients returned by the Tail-Greedy Unbalanced Wavelet (TGUW) transformation
TGUW

Tail-Greedy Unbalanced Wavelet (TGUW) transformation of a vector
invTGUW

Inverse Tail-Greedy Unbalanced Wavelet (TGUW) transformation