/trendsegment

Detecting linear trend changes and point anomalies in data sequences: Simulation code

Primary LanguageR

TrendSegment (TS) method

The R code for simulations and data applications of the TS methodology discussed in "Detecting linear trend changes and point anomalies in data sequences", H. Maeng and P. Fryzlewicz (2019), preprint, available from http://personal.lse.ac.uk/maengh/.