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.

Version: 0.2.0
Depends: R (≥ 3.6.0)
Published: 2021-07-06
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

Documentation:

Reference manual: npwbs.pdf

Downloads:

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-release (x86_64): npwbs_0.2.0.tgz, r-oldrel: npwbs_0.2.0.tgz
Old sources: npwbs archive

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