Package: npwbs
Type: Package
Title: Nonparametric Multiple Change Point Detection Using WBS
Version: 0.2.0
Author: Gordon J. Ross
Maintainer: Gordon J. Ross <gordon.ross@ed.ac.uk>
Description: 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.
Depends: R (>= 3.6.0)
License: GPL-3
Encoding: UTF-8
NeedsCompilation: no
Packaged: 2021-07-06 01:09:12 UTC; gotdonross
Repository: CRAN
Date/Publication: 2021-07-06 16:00:06 UTC
Built: R 4.6.0; ; 2026-04-25 20:50:51 UTC; unix
