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npwbs  

Nonparametric Multiple Change Point Detection Using WBS
View on CRAN: Click here


Download and install npwbs package within the R console
Install from CRAN:
install.packages("npwbs")

Install from Github:
library("remotes")
install_github("cran/npwbs")

Install by package version:
library("remotes")
install_version("npwbs", "0.2.0")



Attach the package and use:
library("npwbs")
Maintained by
Gordon J. Ross
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-02
Latest Update: 2021-07-06
Description:
Implements the procedure from G. J. Ross (2021) - "Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation" . This uses a version of Wild Binary Segmentation to detect multiple location-scale (i.e. mean and/or variance) change points in a sequence of univariate observations, with a strict control on the probability of incorrectly detecting a change point in a sequence which does not contain any.
How to cite:
Gordon J. Ross (2021). npwbs: Nonparametric Multiple Change Point Detection Using WBS. R package version 0.2.0, https://cran.r-project.org/web/packages/npwbs. Accessed 30 Jan. 2025.
Previous versions and publish date:
0.1.0 (2021-07-02 09:00)
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Complete documentation for npwbs
Functions, R codes and Examples using the npwbs R package
Some associated functions: detectChanges . 
Some associated R codes: package-functions.R .  Full npwbs package functions and examples
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