Package: DeCAFS 3.3.3

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>.

Authors:Gaetano Romano [aut, cre], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut]

DeCAFS_3.3.3.tar.gz
DeCAFS_3.3.3.zip(r-4.5)DeCAFS_3.3.3.zip(r-4.4)DeCAFS_3.3.3.zip(r-4.3)
DeCAFS_3.3.3.tgz(r-4.5-x86_64)DeCAFS_3.3.3.tgz(r-4.5-arm64)DeCAFS_3.3.3.tgz(r-4.4-x86_64)DeCAFS_3.3.3.tgz(r-4.4-arm64)DeCAFS_3.3.3.tgz(r-4.3-x86_64)DeCAFS_3.3.3.tgz(r-4.3-arm64)
DeCAFS_3.3.3.tar.gz(r-4.5-noble)DeCAFS_3.3.3.tar.gz(r-4.4-noble)
DeCAFS_3.3.3.tgz(r-4.4-emscripten)DeCAFS_3.3.3.tgz(r-4.3-emscripten)
DeCAFS.pdf |DeCAFS.html
DeCAFS/json (API)
NEWS

# Install 'DeCAFS' in R:
install.packages('DeCAFS', repos = c('https://gtromano.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/gtromano/decafs/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • oilWell - Rock structure data from an oil well

On CRAN:

Conda:

change-detectionchangepoint-detectiontime-series-analysiscpp

3.00 score 2 stars 2 scripts 220 downloads 11 exports 31 dependencies

Last updated 2 years agofrom:2b3bd661ad. Checks:1 OK, 11 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 26 2025
R-4.5-win-x86_64NOTEMar 26 2025
R-4.5-mac-x86_64NOTEMar 26 2025
R-4.5-mac-aarch64NOTEMar 26 2025
R-4.5-linux-x86_64NOTEMar 26 2025
R-4.4-win-x86_64NOTEMar 26 2025
R-4.4-mac-x86_64NOTEMar 26 2025
R-4.4-mac-aarch64NOTEMar 26 2025
R-4.4-linux-x86_64NOTEMar 26 2025
R-4.3-win-x86_64NOTEMar 26 2025
R-4.3-mac-x86_64NOTEMar 26 2025
R-4.3-mac-aarch64NOTEMar 26 2025

Exports:bestParameterscostdataRWARdataSinusoidalDeCAFSestimateParametersestimVarevalEtaNuguidedModelSelectionplot.DeCAFSoutscenarioGenerator

Dependencies:clicolorspaceDEoptimRfansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcpprlangrobustbasescalestibbleutf8vctrsviridisLitewithr