wbsts: Multiple Change-Point Detection for Nonstationary Time Series
Version 0.3

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
Date of publication2015-09-29 21:09:02
MaintainerKarolos Korkas <[email protected]>
Package repositoryView on CRAN
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wbsts documentation built on May 30, 2017, 6:53 a.m.