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.

Install the latest version of this package by entering the following in R:
AuthorRafal Baranowski and Piotr Fryzlewicz
Date of publication2015-02-16 19:23:03
MaintainerRafal Baranowski <r.baranowski@lse.ac.uk>

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