Moving Sum Based Procedures for Changes in the Mean

bandwidths.default | Default choice of multiple bandwidth set |

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... |

dup.merge | Remove duplicated from all.cpts data frame: In case one... |

eta_criterion_help | extract changepoints from candidates with eta criterion |

exhaust_bic | Algorithm II (Local change-point search with sBIC) |

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... |

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 change-point estimation |

mosum.asymptoticA | Help function: asymptotic scaling. |

mosum.asymptoticB | Help function: asymptotic shift |

mosumCriticalValue | 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 MOSUM change-points |

plot.mosum.stat | Plotting MOSUM statistics |

plot.multiscale.cpts | Plotting multiscale.cpts change-points |

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... |

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 |

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