DeCAFS: 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>.

Version: 3.2.3
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 1.0.0), ggplot2, robustbase
LinkingTo: Rcpp
Published: 2021-04-09
Author: Gaetano Romano [aut, cre], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut]
Maintainer: Gaetano Romano <g.romano at lancaster.ac.uk>
BugReports: https://github.com/gtromano/DeCAFS/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: DeCAFS results

Documentation:

Reference manual: DeCAFS.pdf

Downloads:

Package source: DeCAFS_3.2.3.tar.gz
Windows binaries: r-devel: DeCAFS_3.2.3.zip, r-devel-UCRT: DeCAFS_3.2.3.zip, r-release: DeCAFS_3.2.3.zip, r-oldrel: DeCAFS_3.2.3.zip
macOS binaries: r-release (arm64): DeCAFS_3.2.3.tgz, r-release (x86_64): DeCAFS_3.2.3.tgz, r-oldrel: DeCAFS_3.2.3.tgz
Old sources: DeCAFS archive

Linking:

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