CRAN/E | wbsts

wbsts

Multiple Change-Point Detection for Nonstationary Time Series

Installation

About

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.

Key Metrics

Version 2.1
R ≥ 3.0.0
Published 2020-06-12 1423 days ago
Needs compilation? yes
License GPL-2
License GPL-3
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Maintainer

Maintainer

Karolos Korkas

kkorkas@yahoo.co.uk

Authors

Karolos Korkas
Piotr Fryzlewicz

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

wbsts archive

Depends

mvtnorm
wavelets
R ≥ 3.0.0

Imports

Rcpp ≥ 0.12.12

LinkingTo

Rcpp