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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>.

Version: 2.1
Depends: mvtnorm, wavelets, R (≥ 3.0.0)
Imports: Rcpp (≥ 0.12.12)
LinkingTo: Rcpp
Published: 2020-06-12
Author: Karolos Korkas and Piotr Fryzlewicz
Maintainer: Karolos Korkas <kkorkas at yahoo.co.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: wbsts results

Documentation:

Reference manual: wbsts.pdf

Downloads:

Package source: wbsts_2.1.tar.gz
Windows binaries: r-devel: wbsts_2.1.zip, r-release: wbsts_2.1.zip, r-oldrel: wbsts_2.1.zip
macOS binaries: r-release (arm64): wbsts_2.1.tgz, r-oldrel (arm64): wbsts_2.1.tgz, r-release (x86_64): wbsts_2.1.tgz, r-oldrel (x86_64): wbsts_2.1.tgz
Old sources: wbsts archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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