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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>.

Versions across snapshots

VersionRepositoryFileSize
2.1 rolling linux/jammy R-4.5 wbsts_2.1.tar.gz 118.7 KiB
2.1 rolling linux/noble R-4.5 wbsts_2.1.tar.gz 119.5 KiB
2.1 rolling source/ R- wbsts_2.1.tar.gz 12.9 KiB
2.1 latest linux/jammy R-4.5 wbsts_2.1.tar.gz 118.7 KiB
2.1 latest linux/noble R-4.5 wbsts_2.1.tar.gz 119.5 KiB
2.1 latest source/ R- wbsts_2.1.tar.gz 12.9 KiB
2.1 2026-04-26 source/ R- wbsts_2.1.tar.gz 12.9 KiB
2.1 2026-04-23 source/ R- wbsts_2.1.tar.gz 12.9 KiB
2.1 2026-04-09 windows/windows R-4.5 wbsts_2.1.zip 441.3 KiB
2.1 2025-04-20 source/ R- wbsts_2.1.tar.gz 12.9 KiB

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