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.

Author
Rafal Baranowski and Piotr Fryzlewicz
Date of publication
2015-02-16 19:23:03
Maintainer
Rafal Baranowski <r.baranowski@lse.ac.uk>
License
GPL-2
Version
1.3

View on CRAN

Man pages

bic.penalty
Bayesian Information Criterion penalty term
changepoints
Change-points detected by WBS or BS
fixed.intervals
Fixed intervals
mbic.penalty
Modified Bayes Information Criterion penalty term
means.between.cpt
Means between change-points
plot.sbs
Plot for an 'sbs' object
plot.wbs
Plot for a 'wbs' object
print.sbs
Print for an 'sbs' object
print.wbs
Print for a 'wbs' object
random.intervals
Random intervals
sbs
Change-point detection via standard Binary Segmentation
ssic.penalty
Strengthened Schwarz Information Criterion penalty term
wbs
Change-point detection via Wild Binary Segmentation
wbs-package
Wild Binary Segmentation for multiple change-point detection

Files in this package

wbs
wbs/src
wbs/src/wbs.c
wbs/src/wbs.h
wbs/NAMESPACE
wbs/R
wbs/R/penalties.R
wbs/R/plot.R
wbs/R/changepoints.R
wbs/R/print.R
wbs/R/random.intervals.R
wbs/R/means.between.cpt.R
wbs/R/fixed.intervals.R
wbs/R/sbs.R
wbs/R/wbs.R
wbs/MD5
wbs/DESCRIPTION
wbs/man
wbs/man/print.sbs.Rd
wbs/man/ssic.penalty.Rd
wbs/man/fixed.intervals.Rd
wbs/man/wbs.Rd
wbs/man/changepoints.Rd
wbs/man/mbic.penalty.Rd
wbs/man/sbs.Rd
wbs/man/means.between.cpt.Rd
wbs/man/plot.wbs.Rd
wbs/man/print.wbs.Rd
wbs/man/wbs-package.Rd
wbs/man/random.intervals.Rd
wbs/man/plot.sbs.Rd
wbs/man/bic.penalty.Rd