Isolate-Detect Method for Multiple Change-Point Detection

The IDetect provides efficient implementation of the ID methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the `deterministic + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, continuous piecewise-linear signal, continuous piecewise-linear signal with a heavy-tailed noise.


Reference manual

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install.packages("IDetect")

0.1.1 by Andreas Anastasiou, 5 months ago


Browse source code at https://github.com/cran/IDetect


Authors: Andreas Anastasiou [aut, cre] , Piotr Fryzlewicz [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports splines

Suggests testthat


Imported by ccid.

Suggested by ggchangepoint.


See at CRAN