Wild Binary Segmentation for Multiple Change-Point Detection

Provides efficient implementation of the Wild Binary Segmentation and Binary Segmentation algorithms for estimation of the number and locations of multiple change-points in the piecewise constant function plus Gaussian noise model.


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Reference manual

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install.packages("wbs")

1.4 by Rafal Baranowski, 2 months ago


Browse source code at https://github.com/cran/wbs


Authors: Rafal Baranowski and Piotr Fryzlewicz


Documentation:   PDF Manual  


GPL-2 license


Depends on graphics


See at CRAN