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npwbs

Nonparametric Multiple Change Point Detection Using WBS

Implements the procedure from G. J. Ross (2021) - "Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation" <arxiv:2107.01742>. 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.

Versions across snapshots

VersionRepositoryFileSize
0.2.0 rolling linux/jammy R-4.5 npwbs_0.2.0.tar.gz 147.4 KiB
0.2.0 rolling linux/noble R-4.5 npwbs_0.2.0.tar.gz 147.4 KiB
0.2.0 rolling source/ R- npwbs_0.2.0.tar.gz 139.1 KiB
0.2.0 latest linux/jammy R-4.5 npwbs_0.2.0.tar.gz 147.4 KiB
0.2.0 latest linux/noble R-4.5 npwbs_0.2.0.tar.gz 147.4 KiB
0.2.0 latest source/ R- npwbs_0.2.0.tar.gz 139.1 KiB
0.2.0 2026-04-26 source/ R- npwbs_0.2.0.tar.gz 139.1 KiB
0.2.0 2026-04-23 source/ R- npwbs_0.2.0.tar.gz 139.1 KiB
0.2.0 2026-04-09 windows/windows R-4.5 npwbs_0.2.0.zip 150.0 KiB
0.2.0 2025-04-20 source/ R- npwbs_0.2.0.tar.gz 139.1 KiB