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Implements the procedure from G. J. Ross (2021) - "Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation" <doi:10.48550/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.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.6.0) |
| Published: | 2021-07-06 |
| DOI: | 10.32614/CRAN.package.npwbs |
| Author: | Gordon J. Ross |
| Maintainer: | Gordon J. Ross <gordon.ross at ed.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Citation: | npwbs citation info |
| CRAN checks: | npwbs results |
| Reference manual: | npwbs.pdf |
| Package source: | npwbs_0.2.0.tar.gz |
| Windows binaries: | r-devel: npwbs_0.2.0.zip, r-release: npwbs_0.2.0.zip, r-oldrel: npwbs_0.2.0.zip |
| macOS binaries: | r-release (arm64): npwbs_0.2.0.tgz, r-oldrel (arm64): npwbs_0.2.0.tgz, r-release (x86_64): npwbs_0.2.0.tgz, r-oldrel (x86_64): npwbs_0.2.0.tgz |
| Old sources: | npwbs archive |
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