R: Isolate-Detect Method for Multiple Change-Point Detection

# Isolate-Detect Method for Multiple Change-Point Detection

## Documentation for package ‘IDetect’ version 0.1.1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

IDetect-package | IDetect: Multiple generalised change-point detection using the Isolate-Detect methodology
cpt_ic_pcm | Multiple change-point detection in the mean via minimising an information criterion
cpt_ic_plm | Multiple change-point detection in the slope of a continuous piecewise-linear mean signal via minimising an information criterion
cumsum_lin | Calculate the contrast function that is used in continuous piecewise-linear mean signals
cusum_function | Calculate the CUMSUM statistic
cusum_one | Calculate the CUMSUM statistic at specific values
est_signal | Estimate the signal
ht_ID_pcm | Apply the Isolate-Detect methodology for multiple change-point detection in the mean of a vector with non Gaussian noise
ht_ID_plm | Apply the Isolate-Detect methodology for multiple change-point detection in the slope of a vector with non Gaussian noise
ID | Multiple change-point detection in the mean or the slope of a vector using the Isolate-Detect methodology
IDetect | IDetect: Multiple generalised change-point detection using the Isolate-Detect methodology
ID_pcm | Multiple change-point detection in the mean of a vector using the Isolate-Detect method
ID_plm | Multiple change-point detection in the slope of a vector using the Isolate-Detect method
linear_contr_one | Calculate the contrast function for the continuous piecewise-linear mean case at specific values
log_lik_slope | Calculate the log-likelihood in the case of a continuous piecewise-linear mean signal
normalise | Transform the noise to be closer to the Gaussian distribution
pcm_th | Multiple change-point detection in the mean via thresholding
plm_th | Multiple change-point detection in the slope of a piecewise-linear mean signal via thresholding
resid | Calculate the residuals related to the estimated signal
sic_pen | Schwarz Information Criterion penalty
sol_path_pcm | The solution path for the case of piecewise-constant mean signals
sol_path_plm | The solution path for the case of continuous piecewise-linear mean signals
ssic_pen | Strengthened Schwarz Information Criterion penalty
s_e_points | Derives a subset of integers from a given set
wind_pcm_th | A window-based approach for multiple change-point detection in the mean via thresholding
wind_plm_th | A window-based approach for multiple change-point detection in the slope of a picewise-linear mean signal via thresholding