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 |

**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

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
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