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 of Korkas and Fryzlewicz (2017) <doi:10.5705/ss.202015.0262>.

Package details

AuthorKarolos Korkas and Piotr Fryzlewicz
MaintainerKarolos Korkas <kkorkas@yahoo.co.uk>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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wbsts documentation built on July 1, 2020, 5:23 p.m.