Man pages for wbsts
Multiple Change-Point Detection for Nonstationary Time Series

across_fipThe value that maximises the CUSUM statistic across all the...
cr.rand.max.inner.prodThe value that maximises the random CUSUM statistic across...
cusumA C++ implementation of the CUSUM statistic
ews.transComputation of the Evolutionary Wavelet Spectrum (EWS)
finner_prod_maxpThe function finds the value which yields the maximum inner...
get.thresUniversal thresholds calculation
get.thres.arSelection of thresholds by fitting an AR(p) model
multi_across_fipThe value that maximises the random CUSUM statistic across...
post.processingPost-processing of the change-points
sim.pw.arSimulation of a piecewise constant AR(1) model
sim.pw.ar2Simulation of a piecewise constant AR(2) model
sim.pw.armaSimulation of a piecewise constant ARMA(p,q) model for p=2...
tau.funUniversal thresholds
uh.wbsThe Wild Binary Segmentation algorithm
wbs.lswChange point detection for a nonstationary process using Wild...
wbsts-packageMultiple change-point detection for nonstationary time series
wbsts documentation built on Feb. 22, 2018, 1:03 a.m.