Man pages for mosum
Moving Sum Based Procedures for Changes in the Mean

bandwidths.defaultDefault choice of multiple bandwidth set
bootstrapped_timeSeriesObtain bootstrap replicate of time series
comb_contains_cptDoes the combination comb of changepoints contain the...
confint.mosum.cptsConfidence intervals for change-points
confint.multiscale.cptsConfidence intervals for change-points
cpts_bootstrapHelping/wrapper fuction for C++ calls
cpts_bootstrap_helpHelping function to get bootstrap replicates of change point...
dup.mergeRemove duplicated from all.cpts data frame: In case one...
eta_criterion_helpextract changepoints from candidates with eta criterion
exhaust_bicAlgorithm II (Local change-point search with sBIC)
extract_subHelping function for algorithm 2: Pre-compute the partial...
get_comb_indGet integer vector of changepoint indices, based on...
get_k_starCompute bootstrapped mosum statistic and return maximum...
get_local_costsCompute the Local cost terms of combination icomb (for RSS...
is_childIs index i_child a child of index i_parent? ASSERT: i_child...
mean_helphelping function for bootstrap (compute local means)
modelSignal.blocksCreating Time-Series according to example model
modelSignal.fmsCreating Time-Series according to example model
modelSignal.mixCreating Time-Series according to example model
modelSignal.stairs10Creating Time-Series according to example model
modelSignal.teeth10Creating Time-Series according to example model
mosumMOSUM procedure for change-point estimation
mosum.asymptoticAHelp function: asymptotic scaling.
mosum.asymptoticBHelp function: asymptotic shift
mosumCriticalValueMOSUM asymptotic critical value
mosum.pValueMOSUM asymptotic p-value
mosum.statMOSUM statistic
multiscale.bottomUpMultiscale MOSUM algorithm with bottom-up merging
multiscale.gridMultiscale bandwidth grids
multiscale.localPruneMultiscale MOSUM algorithm with localised pruning
next_bit_permutationNext value to iterate (in lexicographical order) over all bit...
numberOfSetBitsGet number of non-zero bits of a 32bit integer Source:...
persp3D.multiscaleMosum3D Visualisation of multiscale MOSUM statistics
plot.mosum.cptsPlotting MOSUM change-points
plot.mosum.statPlotting MOSUM statistics
plot.multiscale.cptsPlotting multiscale.cpts change-points
print.mosum.cptsChange-points estimated by MOSUM procedure
print.multiscale.cptsChange-points estimated by multiscale MOSUM procedure
rolling_sumequivalent to rollsum(x, k=G, fill=NA, align="left") in the...
start_bit_permutationsStarting value to iterate (in lexicographical order) over all...
summary.mosum.cptsSummary of change-points estimated by MOSUM procedure
summary.multiscale.cptsSummary of change-points estimated by multiscale MOSUM...
testDataTest data with piecewise constant mean
testSignalPiecewise constant test signal
mosum documentation built on June 24, 2018, 5:03 p.m.