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 (2021) <arXiv:1910.12486>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2021) <arXiv:2106.12844>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.
|Author||Alexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut]|
|Maintainer||Haeran Cho <email@example.com>|
|License||GPL (>= 3)|
|Package repository||View on CRAN|
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