mscp

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

CRAN Package

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.

  • Version1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release02/24/2021

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