Code accompanying the paper "Epidemic changepoint detection in the presence of nuisance changes", by Julius Juodakis and Stephen Marsland. Includes implementations of the methods presented there, and the code for replicating simulations and real data analyses.
Algorithms 1 and 2, described in the paper, are found in MAIN-algorithm.R.
Check out example.R for a minimal usage example.
Some functions that might be helpful for customizing the method are provided in EXTRAS-algorithm.R.