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.

Author | Karolos Korkas and Piotr Fryzlewicz |

Date of publication | 2015-09-29 21:09:02 |

Maintainer | Karolos Korkas <kkorkas@yahoo.co.uk> |

License | GPL-3 |

Version | 0.3 |

**cr.rand.max.inner.prod:** The value that maximises the random CUSUM statistic across...

**ews.trans:** Computation of the Evolutionary Wavelet Spectrum (EWS)

**finner.prod.iter:** A fast implementation of the CUSUM statistic

**get.thres:** Universal thresholds calculation

**get.thres.ar:** Selection of thresholds by fitting an AR(p) model

**post.processing:** Post-processing of the change-points

**sim.pw.ar:** Simulation of a piecewise constant AR(1) model

**sim.pw.ar2:** Simulation of a piecewise constant AR(2) model

**sim.pw.arma:** Simulation of a piecewise constant ARMA(p,q) model for p=2...

**tau.fun:** Universal thresholds

**uh.wbs:** The Wild Binary Segmentation algorithm

**wbs.lsw:** Change point detection for a nonstationary process using Wild...

**wbsts-package:** Multiple change-point detection for nonstationary time series

wbsts

wbsts/src

wbsts/src/innerProd.c

wbsts/NAMESPACE

wbsts/R

wbsts/R/ews.trans.R
wbsts/R/finner.prod.iter.R
wbsts/R/get.thres.R
wbsts/R/uh.wbs.R
wbsts/R/post.processing.R
wbsts/R/get.thres.ar.R
wbsts/R/tau.fun.R
wbsts/R/wbsts-internal.R
wbsts/R/sim.pw.ar2.R
wbsts/R/sim.pw.ar.R
wbsts/R/wbs.lsw.R
wbsts/R/sim.pw.arma.R
wbsts/R/cr.rand.max.inner.prod.R
wbsts/MD5

wbsts/DESCRIPTION

wbsts/man

wbsts/man/wbsts-package.Rd
wbsts/man/cr.rand.max.inner.prod.Rd
wbsts/man/sim.pw.ar2.Rd
wbsts/man/post.processing.Rd
wbsts/man/finner.prod.iter.Rd
wbsts/man/tau.fun.Rd
wbsts/man/ews.trans.Rd
wbsts/man/sim.pw.ar.Rd
wbsts/man/sim.pw.arma.Rd
wbsts/man/wbs.lsw.Rd
wbsts/man/uh.wbs.Rd
wbsts/man/get.thres.ar.Rd
wbsts/man/get.thres.Rd
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