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 of Korkas and Fryzlewicz (2017) <doi:10.5705/ss.202015.0262>.
| Version: | 2.1 |
| Depends: | mvtnorm, wavelets, R (≥ 3.0.0) |
| Imports: | Rcpp (≥ 0.12.12) |
| LinkingTo: | Rcpp |
| Published: | 2020-06-12 |
| DOI: | 10.32614/CRAN.package.wbsts |
| 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.html , wbsts.pdf |
| Package source: | wbsts_2.1.tar.gz |
| Windows binaries: | r-devel: wbsts_2.1.zip, r-release: wbsts_2.1.zip, r-oldrel: wbsts_2.1.zip |
| macOS binaries: | r-release (arm64): wbsts_2.1.tgz, r-oldrel (arm64): wbsts_2.1.tgz, r-release (x86_64): wbsts_2.1.tgz, r-oldrel (x86_64): wbsts_2.1.tgz |
| Old sources: | wbsts archive |
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