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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 of Korkas and Fryzlewicz (2017) <doi:10.5705/ss.202015.0262>.
Package details |
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Author | Karolos Korkas and Piotr Fryzlewicz |
Maintainer | Karolos Korkas <kkorkas@yahoo.co.uk> |
License | GPL (>= 2) |
Version | 2.1 |
Package repository | View on CRAN |
Installation |
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