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mosum: Moving Sum Based Procedures for Changes in the Mean
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.
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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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