Package: npwbs 0.2.0
Gordon J. Ross
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.
Authors:
npwbs_0.2.0.tar.gz
npwbs_0.2.0.tar.gz(r-4.5-noble)npwbs_0.2.0.tar.gz(r-4.4-noble)
npwbs_0.2.0.tgz(r-4.4-emscripten)npwbs_0.2.0.tgz(r-4.3-emscripten)
npwbs.pdf |npwbs.html✨
npwbs/json (API)
| # Install 'npwbs' in R: |
| install.packages('npwbs', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:e61be9176b. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 26 2024 |
| R-4.5-linux | OK | Nov 26 2024 |
Exports:detectChanges
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Nonparametric detection of multiple change points using Wild Binary Segmentation | detectChanges |