software












software from the paper
"Multiscale and multilevel technique for consistent segmentation of nonstationary time series"
 by Haeran Cho and Piotr Fryzlewicz

  • At the bottom of this page, you can download the R code implementing the main algorithm of the paper alongside toy examples. The code requires the prior installation and loading of the R packages: wavethresh.
  • Please do let me know if you make any modifications or improvements to it or if you have any questions.
  • The main routine is: msml.bd.

  • download the code
  • download R (free and easy-to-use software environment for statistics)