Wild Binary Segmentation for Multiple Change-Point Detection
Bayesian Information Criterion penalty term
Change-points detected by WBS or BS
Fixed intervals
Modified Bayes Information Criterion penalty term
Means between change-points
Plot for an 'sbs' object
Plot for a 'wbs' object
Print for an 'sbs' object
Print for a 'wbs' object
Random intervals
Change-point detection via standard Binary Segmentation
Strengthened Schwarz Information Criterion penalty term
Wild Binary Segmentation for multiple change-point detection
Change-point detection via Wild Binary Segmentation
Provides efficient implementation of the Wild Binary Segmentation and Binary Segmentation algorithms for estimation of the number and locations of multiple change-points in the piecewise constant function plus Gaussian noise model.