Linear Trend Segmentation

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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("trendsegmentR")

1.3.2 by Hyeyoung Maeng, 9 months ago


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


Authors: Hyeyoung Maeng [aut, cre] , Piotr Fryzlewicz [aut]


Documentation:   PDF Manual  


GPL license



See at CRAN