wbs: Wild Binary Segmentation for Multiple Change-Point Detection
Version 1.3

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.

Browse man pages Browse package API and functions Browse package files

AuthorRafal Baranowski and Piotr Fryzlewicz
Date of publication2015-02-16 19:23:03
MaintainerRafal Baranowski <r.baranowski@lse.ac.uk>
LicenseGPL-2
Version1.3
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("wbs")

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

Functions

bic.penalty Man page Source code
changepoints Man page Source code
changepoints.sbs Man page Source code
changepoints.wbs Man page Source code
fixed.intervals Man page Source code
mbic.penalty Man page Source code
means.between.cpt Man page Source code
plot.sbs Man page Source code
plot.wbs Man page Source code
print.sbs Man page Source code
print.wbs Man page Source code
random.intervals Man page Source code
sbs Man page Source code
sbs.default Man page Source code
ssic.penalty Man page Source code
wbs Man page Source code
wbs-package Man page
wbs.default Man page Source code

Files

src
src/wbs.c
src/wbs.h
NAMESPACE
R
R/penalties.R
R/plot.R
R/changepoints.R
R/print.R
R/random.intervals.R
R/means.between.cpt.R
R/fixed.intervals.R
R/sbs.R
R/wbs.R
MD5
DESCRIPTION
man
man/print.sbs.Rd
man/ssic.penalty.Rd
man/fixed.intervals.Rd
man/wbs.Rd
man/changepoints.Rd
man/mbic.penalty.Rd
man/sbs.Rd
man/means.between.cpt.Rd
man/plot.wbs.Rd
man/print.wbs.Rd
man/wbs-package.Rd
man/random.intervals.Rd
man/plot.sbs.Rd
man/bic.penalty.Rd
wbs documentation built on May 20, 2017, 1:42 a.m.