mosum: Moving Sum Based Procedures for Changes in the Mean

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
DOI:	10.32614/CRAN.package.mosum
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

Documentation:

Reference manual:

mosum.html , mosum.pdf

Downloads:

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 dependencies:

Reverse imports:

vccp

Linking:

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