Detecting Changes in Autocorrelated and Fluctuating Signals


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Documentation for package ‘DeCAFS’ version 3.1.5

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dataRWAR Generate a Random Walk + AR realization
dataSinusoidal Generating data from a sinusoidal model with changes
DeCAFS Main DeCAFS algorithm for detecting abrupt changes
estimateParameters Estimate parameter in the Random Walk Autoregressive model
oilWell Rock structure data from an oil well
plot.DeCAFSout DeCAFS Plotting