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 (2018+).


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install.packages("mosum")

1.2.0 by Haeran Cho, 7 months ago


Browse source code at https://github.com/cran/mosum


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