wbsts
Multiple Change-Point Detection for Nonstationary Time Series
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.
- Version2.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release06/12/2020
Team
Karolos Korkas
Piotr Fryzlewicz
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- Depends2 packages
- Imports1 package
- Linking To1 package