wbs: Wild Binary Segmentation for Multiple Change-Point Detection

Provides efficient implementation of the Wild Binary Segmentation and Binary Segmentation algorithms for estimation of the number and locations of multiple change-points in the piecewise constant function plus Gaussian noise model.

Package details

AuthorRafal Baranowski and Piotr Fryzlewicz
MaintainerRafal Baranowski <package_maintenance@rbaranowski.com>
LicenseGPL-2
Version1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("wbs")

Try the wbs package in your browser

Any scripts or data that you put into this service are public.

wbs documentation built on May 15, 2019, 1:04 a.m.