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) and the multiscale algorithmic extensions from Cho and Kirch (2019) .


Reference manual

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1.2.3 by Haeran Cho, a year ago

Browse source code at

Authors: Alexander Meier [aut] , Haeran Cho [aut, cre] , Claudia Kirch [aut]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports RColorBrewer, plot3D, Rcpp

Linking to Rcpp

See at CRAN