breakfast {breakfast}R Documentation

breakfast: Multiple change-point detection and segmentation for data sequences

Description

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.

Author(s)

Piotr Fryzlewicz, p.fryzlewicz@lse.ac.uk

References

"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 Also

segment.mean

Examples

#See Examples for segment.mean

[Package breakfast version 1.0.0 Index]