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>.
Version: 2.1 Depends: mvtnorm, wavelets, R (≥ 3.0.0) Imports: Rcpp (≥ 0.12.12) LinkingTo: Rcpp Published: 2020-06-12 DOI: 10.32614/CRAN.package.wbsts Author: Karolos Korkas and Piotr Fryzlewicz Maintainer: Karolos Korkas <kkorkas at yahoo.co.uk> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes CRAN checks: wbsts results Documentation: Reference manual: wbsts.pdf Downloads: Package source: wbsts_2.1.tar.gz Windows binaries: r-devel: wbsts_2.1.zip, r-release: wbsts_2.1.zip, r-oldrel: wbsts_2.1.zip macOS binaries: r-release (arm64): wbsts_2.1.tgz, r-oldrel (arm64): wbsts_2.1.tgz, r-release (x86_64): wbsts_2.1.tgz, r-oldrel (x86_64): wbsts_2.1.tgz Old sources: wbsts archive Linking:Please use the canonical form https://CRAN.R-project.org/package=wbsts to link to this page.
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