R: Multiple Change-Point Detection for Nonstationary Time Series

# Multiple Change-Point Detection for Nonstationary Time Series

## Documentation for package ‘wbsts’ version 2.1

- DESCRIPTION file.

## Help Pages

wbsts-package | Multiple change-point detection for nonstationary time series
cr.rand.max.inner.prod | The value that maximises the random CUSUM statistic across all the scales
cusum | A C++ implementation of the CUSUM statistic
ews.trans | Computation of the Evolutionary Wavelet Spectrum (EWS)
get.thres | Universal thresholds calculation
get.thres.ar | Selection of thresholds by fitting an AR(p) model
hello | Hello, World!
multi_across_fip | The value that maximises the random CUSUM statistic across all the scales (C++ version)
post.processing | Post-processing of the change-points
sim.pw.ar | Simulation of a piecewise constant AR(1) model
sim.pw.ar2 | Simulation of a piecewise constant AR(2) model
sim.pw.arma | Simulation of a piecewise constant ARMA(p,q) model for p=2 and q=1
tau.fun | Universal thresholds
uh.wbs | The Wild Binary Segmentation algorithm
wbs.lsw | Change point detection for a nonstationary process using Wild Binary Segmentation