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.

AuthorKarolos Korkas and Piotr Fryzlewicz
Date of publication2015-09-29 21:09:02
MaintainerKarolos Korkas <kkorkas@yahoo.co.uk>
LicenseGPL-3
Version0.3

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