breakfast {breakfast} | R Documentation |
The breakfast package performs multiple change-point detection in data sequences, or sequence
segmentation, using computationally efficient multiscale methods. This version of the
package implements the "Tail-Greedy Unbalanced Haar", "Wild Binary Segmentation" and
"Adaptive Wild Binary Segmentation" change-point detection and segmentation
methodologies. To start with, see the function
segment.mean
.
Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk
"Tail-greedy bottom-up data decompositions and fast multiple change-point detection", P. Fryzlewicz (2017), preprint. "Wild Binary Segmentation for multiple change-point detection", P. Fryzlewicz (2014), Annals of Statistics, 42, 2243-2281. "Data-adaptive Wild Binary Segmentation", P. Fryzlewicz (2017), in preparation as of September 28th, 2017.
#See Examples for segment.mean