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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 extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.
| Version: | 1.2.7 |
| Depends: | R (≥ 3.1.2) |
| Imports: | methods, RColorBrewer, plot3D, Rcpp (≥ 0.12.5) |
| LinkingTo: | Rcpp |
| Published: | 2022-10-22 |
| Author: | Alexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut] |
| Maintainer: | Haeran Cho <haeran.cho at bristol.ac.uk> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | yes |
| Citation: | mosum citation info |
| In views: | TimeSeries |
| CRAN checks: | mosum results |
| Reference manual: | mosum.pdf |
| Package source: | mosum_1.2.7.tar.gz |
| Windows binaries: | r-devel: mosum_1.2.7.zip, r-release: mosum_1.2.7.zip, r-oldrel: mosum_1.2.7.zip |
| macOS binaries: | r-release (arm64): mosum_1.2.7.tgz, r-oldrel (arm64): mosum_1.2.7.tgz, r-release (x86_64): mosum_1.2.7.tgz, r-oldrel (x86_64): mosum_1.2.7.tgz |
| Old sources: | mosum archive |
| Reverse imports: | vccp |
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