wbs: Wild Binary Segmentation for Multiple Change-Point Detection

Provides efficient implementation of the Wild Binary Segmentation and Binary Segmentation algorithms for estimation of the number and locations of multiple change-points in the piecewise constant function plus Gaussian noise model.

Version: 1.3
Depends: graphics
Published: 2015-02-16
Author: Rafal Baranowski and Piotr Fryzlewicz
Maintainer: Rafal Baranowski <r.baranowski at lse.ac.uk>
License: GPL-2
NeedsCompilation: yes
CRAN checks: wbs results

Downloads:

Reference manual: wbs.pdf
Package source: wbs_1.3.tar.gz
Windows binaries: r-devel: wbs_1.3.zip, r-release: wbs_1.3.zip, r-oldrel: wbs_1.3.zip
OS X El Capitan binaries: r-release: wbs_1.3.tgz
OS X Mavericks binaries: r-oldrel: wbs_1.3.tgz
Old sources: wbs archive

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