rolling_sum

<p>equivalent to rollsum(x, k=G, fill=NA, align="left") in the package zoo, 
but optimized for speed</p>

internal

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.

Haeran Cho

mosum

Moving Sum Based Procedures for Changes in the Mean

Alexander Meier

Claudia Kirch

rolling_sum function

equivalent to rollsum(x, k=G, fill=NA, align="left") in the package zoo, 
but optimized for speed — rolling_sum

equivalent to rollsum(x, k=G, fill=NA, align="left") in the package zoo, 
but optimized for speed

rolling_sum: equivalent to rollsum(x, k=G, fill=NA, align="left") in the package zoo, but optimized for speed

Description

Usage

Arguments