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 extensions from Cho and Kirch (2018+).

Getting started

Package details

AuthorAlexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut]
MaintainerHaeran Cho <[email protected]>
LicenseGPL (>= 3)
Version1.2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mosum")

Try the mosum package in your browser

Any scripts or data that you put into this service are public.

mosum documentation built on June 24, 2018, 5:03 p.m.