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-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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