Multiple Change-Point Detection for Nonstationary Time Series

Documentation for package ‘wbsts’ version 2.1

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