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.
- Version1.2.7
- R version≥ 3.1.2
- LicenseGPL (≥ 3)
- Needs compilation?Yes
- mosum citation info
- Last release10/22/2022
Documentation
Team
Haeran Cho
Alexander Meier
Show author detailsRolesAuthorClaudia Kirch
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 343 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 10 times.
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Last 365 days
This package has been downloaded 4,943 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 10, 2024 with 74 downloads.
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Dependencies
- Imports3 packages
- Linking To1 package
- Reverse Imports1 package