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wbs (version 1.4)

Wild Binary Segmentation for Multiple Change-Point Detection

Description

Provides efficient implementation of the Wild Binary Segmentation and Binary Segmentation algorithms for estimation of the number and locations of multiple change-points in the piecewise constant function plus Gaussian noise model.

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Version

Install

install.packages('wbs')

Monthly Downloads

805

Version

1.4

License

GPL-2

Maintainer

Rafal Baranowski

Last Published

May 14th, 2019

Functions in wbs (1.4)

print.sbs

Print for an 'sbs' object
sbs

Change-point detection via standard Binary Segmentation
ssic.penalty

Strengthened Schwarz Information Criterion penalty term
wbs

Change-point detection via Wild Binary Segmentation
wbs-package

Wild Binary Segmentation for multiple change-point detection
bic.penalty

Bayesian Information Criterion penalty term
changepoints

Change-points detected by WBS or BS
print.wbs

Print for a 'wbs' object
random.intervals

Random intervals
plot.wbs

Plot for a 'wbs' object
fixed.intervals

Fixed intervals
mbic.penalty

Modified Bayes Information Criterion penalty term
means.between.cpt

Means between change-points
plot.sbs

Plot for an 'sbs' object