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: | 2.0 |
| Depends: | mvtnorm, wmtsa, R (≥ 3.0.0) |
| Imports: | Rcpp (≥ 0.12.12) |
| LinkingTo: | Rcpp |
| Published: | 2018-02-22 |
| Author: | Karolos Korkas and Piotr Fryzlewicz |
| Maintainer: | Karolos Korkas <kkorkas at yahoo.co.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | wbsts results |
| Reference manual: | wbsts.pdf |
| Package source: | wbsts_2.0.tar.gz |
| Windows binaries: | r-devel: wbsts_2.0.zip, r-release: not available, r-oldrel: not available |
| OS X El Capitan binaries: | r-release: wbsts_2.0.tgz |
| OS X Mavericks binaries: | r-oldrel: not available |
| Old sources: | wbsts archive |
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