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 (2019) <arXiv:1910.12486>.

Getting started

Package details

AuthorAlexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut]
MaintainerHaeran Cho <haeran.cho@bristol.ac.uk>
LicenseGPL (>= 3)
Version1.2.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mosum")

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mosum documentation built on Nov. 4, 2019, 5:07 p.m.