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wbsts  

Multiple Change-Point Detection for Nonstationary Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("wbsts", "2.1")



Attach the package and use:
library("wbsts")
Maintained by
Karolos Korkas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-08-23
Latest Update: 2020-06-12
Description:
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>.
How to cite:
Karolos Korkas (2015). wbsts: Multiple Change-Point Detection for Nonstationary Time Series. R package version 2.1, https://cran.r-project.org/web/packages/wbsts
Previous versions and publish date:
0.1 (2015-08-23 23:06), 0.3 (2015-09-29 21:09), 0.4 (2018-02-04 12:56), 2.0 (2018-02-22 01:01)
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