R: Detecting Changes in Autocorrelated and Fluctuating Signals

# Detecting Changes in Autocorrelated and Fluctuating Signals

## Documentation for package ‘DeCAFS’ version 3.3.5

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

bestParameters | bestParameters
cost | L2 error estimation
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
estimVar | Variance estimation for diff k operators
evalEtaNu | RW and AR(1) variance estimations with fixed AR(1) parameter
guidedModelSelection | Guided Model Selection
oilWell | Rock structure data from an oil well
plot.DeCAFSout | DeCAFS Plotting
scenarioGenerator | Generate a piecewise constant signal of a given length