npwbs

MaRDI QIDQ124215CRANFDO

Authors Gordon J. Ross

Last update 6 October 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.2.0, PACKAGES.rds, 0.1.0, 0.3.0, 0.4.0, 0.5.0, 1.0

Description

Implements nonparametric multiple change-point detection for univariate sequences using Wild Binary Segmentation, as described in Ross (2026) "Nonparametric Detection of Multiple Location-Scale Change Points via Wild Binary Segmentation" <doi:10.48550/arXiv.2107.01742>. The package provides Mann–Whitney, Mood, Lepage, Cramér–von Mises, modified Baumgartner, standardised Zhang Z_C, and standardised Anderson–Darling rank-based statistics, together with method-specific thresholds for controlling the probability of incorrectly detecting a change point in a homogeneous sequence.

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