Package: npwbs 1.0

npwbs: Nonparametric Multiple Change Point Detection Using Wild Binary Segmentation

Implements nonparametric multiple change-point detection for univariate sequences using Wild Binary Segmentation, as described in Ross (2026) "Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation" <doi:10.48550/arXiv.2107.01742>. The package provides Mann--Whitney, Mood, Lepage, Cramér--von Mises, modified Baumgartner, standardised Zhang Z_C, and standardised Anderson--Darling rank-based statistics, together with method-specific thresholds for controlling the probability of incorrectly detecting a change point in a homogeneous sequence.

Authors:Gordon J. Ross [aut, cre]