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.

Package details

AuthorRafal Baranowski and Piotr Fryzlewicz
MaintainerRafal Baranowski <package_maintenance@rbaranowski.com>
Package repositoryView on CRAN
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wbs documentation built on May 15, 2019, 1:04 a.m.