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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.
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Package details |
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| Author | Rafal Baranowski and Piotr Fryzlewicz |
| Maintainer | Rafal Baranowski <package_maintenance@rbaranowski.com> |
| License | GPL-2 |
| Version | 1.4 |
| Package repository | View on CRAN |
| Installation |
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