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.

Version: 0.1
Depends: mvtnorm, wmtsa, R (≥ 3.0.0)
Published: 2015-08-23
Author: Karolos Korkas and Piotr Fryzlewicz
Maintainer: Karolos Korkas <kkorkas at yahoo.co.uk>
License: GPL-3
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: wbsts results

Downloads:

Reference manual: wbsts.pdf
Package source: wbsts_0.1.tar.gz
Windows binaries: r-devel: wbsts_0.1.zip, r-release: wbsts_0.1.zip, r-oldrel: wbsts_0.1.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: not available