Man pages for mosum
Moving Sum Based Procedures for Changes in the Mean
| bandwidths.default | Default choice for the set of multiple bandwidths |
| bootstrapped_timeSeries | Obtain bootstrap replicate of time series |
| comb_contains_cpt | Does the combination comb of changepoints contain the... |
| confint.mosum.cpts | Confidence intervals for change points |
| confint.multiscale.cpts | Confidence intervals for change points |
| cpts_bootstrap | Helping/wrapper fuction for C++ calls |
| cpts_bootstrap_help | Helping function to get bootstrap replicates of change point... |
| detect.interval | Final detection interval |
| dup.merge | Remove duplicated from all.cpts data frame: In case one... |
| eta_criterion_help | extract changepoints from candidates with eta criterion |
| exhaust_sc | Algorithm II (Local change-point search with SC) |
| extract_sub | Helping function for algorithm 2: Pre-compute the partial... |
| get_comb_ind | Get integer vector of changepoint indices, based on... |
| get_k_star | Compute bootstrapped mosum statistic and return maximum... |
| get_local_costs | Compute the Local cost terms of combination icomb (for RSS... |
| is_child | Is index i_child a child of index i_parent? ASSERT: i_child... |
| local.env | Identify the local environment for exhaustive search |
| local.prune | Localised pruning algorithm |
| mean_help | helping function for bootstrap (compute local means) |
| modelSignal.blocks | Creating Time-Series according to example model |
| modelSignal.fms | Creating Time-Series according to example model |
| modelSignal.mix | Creating Time-Series according to example model |
| modelSignal.stairs10 | Creating Time-Series according to example model |
| modelSignal.teeth10 | Creating Time-Series according to example model |
| mosum | MOSUM procedure for multiple change point estimation |
| mosum.asymptoticA | Help function: asymptotic scaling. |
| mosum.asymptoticB | Help function: asymptotic shift |
| mosum.criticalValue | MOSUM asymptotic critical value |
| mosum.pValue | MOSUM asymptotic p-value |
| mosum.stat | MOSUM statistic |
| multiscale.bottomUp | Multiscale MOSUM algorithm with bottom-up merging |
| multiscale.grid | Multiscale bandwidth grids |
| multiscale.localPrune | Multiscale MOSUM algorithm with localised pruning |
| next_bit_permutation | Next value to iterate (in lexicographical order) over all bit... |
| numberOfSetBits | Get number of non-zero bits of a 32bit integer Source:... |
| persp3D.multiscaleMosum | 3D Visualisation of multiscale MOSUM statistics |
| plot.mosum.cpts | Plotting the output from MOSUM procedure |
| plot.mosum.stat | Plotting MOSUM statistics |
| plot.multiscale.cpts | Plotting the output from multiscale MOSUM procedure |
| print.mosum.cpts | Change points estimated by MOSUM procedure |
| print.multiscale.cpts | Change points estimated by multiscale MOSUM procedure |
| rolling_sum | equivalent to rollsum(x, k=G, fill=NA, align="left") in the... |
| setBitNumber | where is leftmost one?... |
| start_bit_permutations | Starting value to iterate (in lexicographical order) over all... |
| summary.mosum.cpts | Summary of change points estimated by MOSUM procedure |
| summary.multiscale.cpts | Summary of change points estimated by multiscale MOSUM... |
| testData | Test data with piecewise constant mean |
| testSignal | Piecewise constant test signal |
