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)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the wbsts package in your browser

Any scripts or data that you put into this service are public.

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