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mosum: 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) <doi:10.3150/16-BEJ887> and the multiscale algorithmic extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.

Version: 1.2.7
Depends: R (≥ 3.1.2)
Imports: methods, RColorBrewer, plot3D, Rcpp (≥ 0.12.5)
LinkingTo: Rcpp
Published: 2022-10-22
DOI: 10.32614/CRAN.package.mosum
Author: Alexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut]
Maintainer: Haeran Cho <haeran.cho at bristol.ac.uk>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: mosum citation info
In views: TimeSeries
CRAN checks: mosum results

Documentation:

Reference manual: mosum.pdf

Downloads:

Package source: mosum_1.2.7.tar.gz
Windows binaries: r-devel: mosum_1.2.7.zip, r-release: mosum_1.2.7.zip, r-oldrel: mosum_1.2.7.zip
macOS binaries: r-release (arm64): mosum_1.2.7.tgz, r-oldrel (arm64): mosum_1.2.7.tgz, r-release (x86_64): mosum_1.2.7.tgz, r-oldrel (x86_64): mosum_1.2.7.tgz
Old sources: mosum archive

Reverse dependencies:

Reverse imports: vccp

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mosum to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.