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: 0.3
Depends: mvtnorm, wmtsa, R (≥ 3.0.0)
Published: 2015-09-29
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


Reference manual: wbsts.pdf
Package source: wbsts_0.3.tar.gz
Windows binaries: r-devel: wbsts_0.3.zip, r-release: wbsts_0.3.zip, r-oldrel: wbsts_0.3.zip
OS X Mavericks binaries: r-release: wbsts_0.3.tgz, r-oldrel: not available
Old sources: wbsts archive


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