Man pages for wbsts
Multiple Change-Point Detection for Nonstationary Time Series
| across_fip | The value that maximises the CUSUM statistic across all the... |
| cr.rand.max.inner.prod | The value that maximises the random CUSUM statistic across... |
| cusum | A C++ implementation of the CUSUM statistic |
| ews.trans | Computation of the Evolutionary Wavelet Spectrum (EWS) |
| finner_prod_maxp | The function finds the value which yields the maximum inner... |
| get.thres | Universal thresholds calculation |
| get.thres.ar | Selection of thresholds by fitting an AR(p) model |
| hello | Hello, World! |
| multi_across_fip | The value that maximises the random CUSUM statistic across... |
| post.processing | Post-processing of the change-points |
| sim.pw.ar | Simulation of a piecewise constant AR(1) model |
| sim.pw.ar2 | Simulation of a piecewise constant AR(2) model |
| sim.pw.arma | Simulation of a piecewise constant ARMA(p,q) model for p=2... |
| tau.fun | Universal thresholds |
| uh.wbs | The Wild Binary Segmentation algorithm |
| wbs.lsw | Change point detection for a nonstationary process using Wild... |
| wbsts-package | Multiple change-point detection for nonstationary time series |
