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mscp (version 1.0)

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

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 (2021+), Tijana Levajkovic and Michael Messer.

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Version

Install

install.packages('mscp')

Monthly Downloads

152

Version

1.0

License

GPL-3

Maintainer

Michael Messer

Last Published

February 24th, 2021

Functions in mscp (1.0)

plot.mscp

plot.mscp
mscp

mscp
summary.mscp

summary.mscp