Implementations of MOSUM-based statistical procedures and algorithms for detecting multiple changes in the mean. This comprises the MOSUM procedure for estimating multiple mean changes from Eichinger and Kirch (2018) <doi:10.3150/16-BEJ887> and the multiscale algorithmic extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.
Package details |
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Author | Alexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut] |
Maintainer | Haeran Cho <haeran.cho@bristol.ac.uk> |
License | GPL (>= 3) |
Version | 1.2.7 |
Package repository | View on CRAN |
Installation |
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