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. (2020) <arXiv:2005.01379>.

Version: 3.1.5
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 1.0.0), ggplot2
LinkingTo: Rcpp
Published: 2020-05-18
Author: Gaetano Romano [aut, cre], Guillem Rigaill [aut], Vincent Runge [aut], Paul Fearnhead [aut]
Maintainer: Gaetano Romano <g.romano at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: DeCAFS results


Reference manual: DeCAFS.pdf
Package source: DeCAFS_3.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: DeCAFS_3.1.5.tgz, r-oldrel: DeCAFS_3.1.5.tgz
Old sources: DeCAFS archive


Please use the canonical form to link to this page.