Moving Sum Based Procedures for Changes in the Mean


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Documentation for package ‘mosum’ version 1.2.7

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bandwidths.default Default choice for the set of multiple bandwidths
confint.mosum.cpts Confidence intervals for change points
confint.multiscale.cpts Confidence intervals for change points
mosum MOSUM procedure for multiple change point estimation
mosum.criticalValue MOSUM asymptotic critical value
multiscale.bottomUp Multiscale MOSUM algorithm with bottom-up merging
multiscale.localPrune Multiscale MOSUM algorithm with localised pruning
persp3D.multiscaleMosum 3D Visualisation of multiscale MOSUM statistics
plot.mosum.cpts Plotting the output from MOSUM procedure
plot.multiscale.cpts Plotting the output from multiscale MOSUM procedure
print.mosum.cpts Change points estimated by MOSUM procedure
print.multiscale.cpts Change points estimated by multiscale MOSUM procedure
summary.mosum.cpts Summary of change points estimated by MOSUM procedure
summary.multiscale.cpts Summary of change points estimated by multiscale MOSUM procedure
testData Test data with piecewise constant mean