mosum

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.

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