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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_0.3.0.zip, r-oldrel: npwbs_0.3.0.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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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.