npwbs: Nonparametric Multiple Change Point Detection Using Wild Binary Segmentation

Implements a procedure for detecting multiple location-scale change points in a sequence of univariate observations, as described in Ross (2026) "Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation" <doi:10.48550/arXiv.2107.01742>. The method combines Wild Binary Segmentation with a rank-based statistic and provides calibrated thresholds for controlling the probability of incorrectly detecting a change point in a homogeneous sequence.

Version:	0.3.0
Depends:	R (≥ 3.6.0)
Published:	2026-05-02
DOI:	10.32614/CRAN.package.npwbs
Author:	Gordon J. Ross [aut, cre]
Maintainer:	Gordon J. Ross <gordon.ross at ed.ac.uk>
License:	GPL-3
NeedsCompilation:	no
Citation:	npwbs citation info
Materials:	NEWS
CRAN checks:	npwbs results

Documentation:

Reference manual:

npwbs.html , npwbs.pdf

Downloads:

Package source:	npwbs_0.3.0.tar.gz
Windows binaries:	r-devel: npwbs_0.3.0.zip, r-release: npwbs_0.2.0.zip, r-oldrel: npwbs_0.2.0.zip
macOS binaries:	r-release (arm64): npwbs_0.3.0.tgz, r-oldrel (arm64): npwbs_0.3.0.tgz, r-release (x86_64): npwbs_0.3.0.tgz, r-oldrel (x86_64): npwbs_0.3.0.tgz
Old sources:	npwbs archive

Linking:

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