Package: mosum 1.2.7
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.
Authors:
mosum_1.2.7.tar.gz
mosum_1.2.7.zip(r-4.5)mosum_1.2.7.zip(r-4.4)mosum_1.2.7.zip(r-4.3)
mosum_1.2.7.tgz(r-4.4-x86_64)mosum_1.2.7.tgz(r-4.4-arm64)mosum_1.2.7.tgz(r-4.3-x86_64)mosum_1.2.7.tgz(r-4.3-arm64)
mosum_1.2.7.tar.gz(r-4.5-noble)mosum_1.2.7.tar.gz(r-4.4-noble)
mosum_1.2.7.tgz(r-4.4-emscripten)mosum_1.2.7.tgz(r-4.3-emscripten)
mosum.pdf |mosum.html✨
mosum/json (API)
| # Install 'mosum' in R: |
| install.packages('mosum', repos = c('https://haeran-cho.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:990b8ff6ec. Checks:OK: 4 NOTE: 5. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 07 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 07 2024 |
| R-4.3-win-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-aarch64 | OK | Nov 07 2024 |
Exports:bandwidths.defaultmosummosum.criticalValuemultiscale.bottomUpmultiscale.localPrunepersp3D.multiscaleMosumtestData
Dependencies:misc3dplot3DRColorBrewerRcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Default choice for the set of multiple bandwidths | bandwidths.default |
| Confidence intervals for change points | confint.mosum.cpts |
| Confidence intervals for change points | confint.multiscale.cpts |
| MOSUM procedure for multiple change point estimation | mosum |
| MOSUM asymptotic critical value | mosum.criticalValue |
| Multiscale MOSUM algorithm with bottom-up merging | multiscale.bottomUp |
| Multiscale MOSUM algorithm with localised pruning | multiscale.localPrune |
| 3D Visualisation of multiscale MOSUM statistics | persp3D.multiscaleMosum |
| Plotting the output from MOSUM procedure | plot.mosum.cpts |
| Plotting the output from multiscale MOSUM procedure | plot.multiscale.cpts |
| Change points estimated by MOSUM procedure | print.mosum.cpts |
| Change points estimated by multiscale MOSUM procedure | print.multiscale.cpts |
| Summary of change points estimated by MOSUM procedure | summary.mosum.cpts |
| Summary of change points estimated by multiscale MOSUM procedure | summary.multiscale.cpts |
| Test data with piecewise constant mean | testData |
