software

eNchange:: An R package to segment a univariate time series using the Ensemble Binary Segmentation algorithm of Korkas (2020) .

segMGarch:: An R package to implement a segmentation algorithm for multiple change-point detection in high-dimensional GARCH processes as described in Cho and Korkas (2019).

wbsts:: An R package to implement detection for the number and locations of the change-points in the autocovariance structure of a time series using the Wild Binary Segmentation and the Locally Stationary Wavelet model of Korkas and Fryzlewicz (2017) .