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Provides statistical tests and algorithms for the detection of change points in time series and point processes - particularly for changes in the mean in time series and for changes in the rate and in the variance in point processes. References - Michael Messer, Marietta Kirchner, Julia Schiemann, Jochen Roeper, Ralph Neininger and Gaby Schneider (2014), A multiple filter test for the detection of rate changes in renewal processes with varying variance <doi:10.1214/14-AOAS782>. Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper, Gaby Schneider (2017), Multi-scale detection of variance changes in renewal processes in the presence of rate change points <doi:10.1111/jtsa.12254>. Michael Messer, Kaue M. Costa, Jochen Roeper and Gaby Schneider (2017), Multi-scale detection of rate changes in spike trains with weak dependencies <doi:10.1007/s10827-016-0635-3>. Michael Messer, Stefan Albert and Gaby Schneider (2018), The multiple filter test for change point detection in time series <doi:10.1007/s00184-018-0672-1>. Michael Messer, Hendrik Backhaus, Albrecht Stroh and Gaby Schneider (2019+) Peak detection in time series.
| Version: | 2.0 |
| Published: | 2019-03-11 |
| DOI: | 10.32614/CRAN.package.MFT |
| Author: | Michael Messer, Stefan Albert, Solveig Plomer, Gaby Schneider |
| Maintainer: | Michael Messer <messer at math.uni-frankfurt.de> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | MFT results |
| Reference manual: | MFT.pdf |
| Package source: | MFT_2.0.tar.gz |
| Windows binaries: | r-devel: MFT_2.0.zip, r-release: MFT_2.0.zip, r-oldrel: MFT_2.0.zip |
| macOS binaries: | r-release (arm64): MFT_2.0.tgz, r-oldrel (arm64): MFT_2.0.tgz, r-release (x86_64): MFT_2.0.tgz, r-oldrel (x86_64): MFT_2.0.tgz |
| Old sources: | MFT archive |
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These binaries (installable software) and packages are in development.
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