mscp

MaRDI QIDQ53931swMATHCRANFDO

Authors Michael Messer, Tijana Levajkovic

Last update 16 September 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 1.0, PACKAGES.rds, 2.0

Official website https://cran.r-project.org/web/packages/mscp/index.html

Source code repository https://github.com/cran/mscp

Description

Multiscale moving sum procedure for the detection of changes in expectation in univariate sequences. References - Multiscale change point detection via gradual bandwidth adjustment in moving sum processes, Tijana Levajkovic and Michael Messer (2023) <doi:10.1214/22-EJS2101>.

Cites work

• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes

Described by source

• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes

Cited in

(1)

• stepR

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