wbsts: Multiple Change-Point Detection for Nonstationary Time Series
Implements detection for the number and locations of
the change-points in a time series using the Wild Binary Segmentation and
the Locally Stationary Wavelet model of Korkas and Fryzlewicz (2017) <doi:10.5705/ss.202015.0262>.
| Version: |
2.1 |
| Depends: |
mvtnorm, wavelets, R (≥ 3.0.0) |
| Imports: |
Rcpp (≥ 0.12.12) |
| LinkingTo: |
Rcpp |
| Published: |
2020-06-12 |
| Author: |
Karolos Korkas and Piotr Fryzlewicz |
| Maintainer: |
Karolos Korkas <kkorkas at yahoo.co.uk> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| CRAN checks: |
wbsts results |
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