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.
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Karolos Korkas, a year ago
Browse source code at
Karolos Korkas and Piotr Fryzlewicz
GPL (>= 2)
Depends on mvtnorm, wmtsa
Linking to Rcpp
See at CRAN