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.


Reference manual

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1.4 by Rafal Baranowski, 2 years 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