wbsts: Multiple Change-Point Detection for Nonstationary Time Series

Implements detection for the number and locations of the change-points in a time series using the Wild Binary Segmentation and the Locally Stationary Wavelet model.

Package details

AuthorKarolos Korkas and Piotr Fryzlewicz
MaintainerKarolos Korkas <[email protected]>
LicenseGPL (>= 2)
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("wbsts")

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wbsts documentation built on Feb. 22, 2018, 1:03 a.m.