trendsegmentR-package |
trendsegmentR: A device for detecting multiple change-points corresponding to linear trend changes or point anomalies in one dimensional data |
filter |
Finding a detail filter vector for computing a detail coefficient |
invTGUW |
Inverse Tail-Greedy Unbalanced Wavelet (TGUW) transformation |
orthmatrix |
Finding an orthonormal matrix based on a detail filter vector |
TGUW |
Tail-Greedy Unbalanced Wavelet (TGUW) transformation of a vector |
thresholding |
Noise reduction from the sequence of detail coefficients returned by the Tail-Greedy Unbalanced Wavelet (TGUW) transformation |
trendsegment |
Detecting linear trend changes and point anomalies for univariate time series |
trendsegmentR |
trendsegmentR: A device for detecting multiple change-points corresponding to linear trend changes or point anomalies in one dimensional data |