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]>
LicenseGPL-3
Version0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("wbsts")

Try the wbsts package in your browser

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

wbsts documentation built on May 30, 2017, 6:53 a.m.