mscp

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Multiscale Change Point Detection via Gradual Bandwidth Adjustment in Moving Sum Processes

Michael Messer, Tijana Levajkovic

Last update: 24 February 2021

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0

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

Described by source

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

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