wbsts (0.3)

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Multiple Change-Point Detection for Nonstationary Time Series.

http://cran.r-project.org/web/packages/wbsts

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.

Maintainer: Karolos Korkas
Author(s): Karolos Korkas and Piotr Fryzlewicz

License: GPL-3

Uses: mvtnorm, wmtsa

Released almost 2 years ago.


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