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IDetect - Isolate-Detect Method for Multiple Change-Point Detection
The IDetect provides efficient implementation of the ID methodology for the consistent estimation of the number and location of multiple change-points in one-dimensional data sequences from the `deterministic + noise' model. Currently implemented scenarios are: piecewise-constant signal, piecewise-constant signal with a heavy-tailed noise, continuous piecewise-linear signal, continuous piecewise-linear signal with a heavy-tailed noise.
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