mosum
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Software:54003
swMATH38303CRANmosumMaRDI QIDQ54003
Moving Sum Based Procedures for Changes in the Mean
Claudia Kirch, Haeran Cho, Alexander Meier
Last update: 22 October 2022
Copyright license: GNU General Public License
Software version identifier: 1.2.7
Source code repository: https://github.com/cran/mosum
- A MOSUM procedure for the estimation of multiple random change points
- Two-stage data segmentation permitting multiscale change points, heavy tails and dependence
- Bootstrap confidence intervals for multiple change points based on moving sum procedures
- mosum: A Package for Moving Sums in Change-Point Analysis
Related Items (9)
Bivariate change point detection: Joint detection of changes in expectation and variance ⋮ Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection ⋮ Multiscale change point detection via gradual bandwidth adjustment in moving sum processes ⋮ Bootstrap confidence intervals for multiple change points based on moving sum procedures ⋮ Two-stage data segmentation permitting multiscale change points, heavy tails and dependence ⋮ Real Time Anomaly Detection And Categorisation ⋮ Online non-parametric changepoint detection with application to monitoring operational performance of network devices ⋮ Discussion of `Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection' ⋮ vccp
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