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mosum  

Moving Sum Based Procedures for Changes in the Mean
View on CRAN: Click here


Download and install mosum package within the R console
Install from CRAN:
install.packages("mosum")

Install from Github:
library("remotes")
install_github("cran/mosum")

Install by package version:
library("remotes")
install_version("mosum", "1.2.7")



Attach the package and use:
library("mosum")
Maintained by
Haeran Cho
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-04-05
Latest Update: 2022-10-22
Description:
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) and the multiscale algorithmic extension from Cho and Kirch (2022) , as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) . See also Meier, Kirch and Cho (2021) which accompanies the R package.
How to cite:
Haeran Cho (2018). mosum: Moving Sum Based Procedures for Changes in the Mean. R package version 1.2.7, https://cran.r-project.org/web/packages/mosum. Accessed 15 Oct. 2024.
Previous versions and publish date:
1.1 (2018-04-05 17:14), 1.2.0 (2018-06-22 14:11), 1.2.1 (2019-05-10 12:10), 1.2.2 (2019-10-15 12:50), 1.2.3 (2019-11-04 15:30), 1.2.4 (2021-02-10 16:30), 1.2.5 (2021-03-17 17:20), 1.2.6 (2021-06-25 13:50)
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