Moving Sum Based Procedures for Changes in the Mean


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Documentation for package ‘mosum’ version 1.2.0

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bandwidths.default Default choice of multiple bandwidth set
confint.mosum.cpts Confidence intervals for change-points
confint.multiscale.cpts Confidence intervals for change-points
mosum MOSUM procedure for change-point estimation
mosumCriticalValue 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 MOSUM change-points
plot.multiscale.cpts Plotting multiscale.cpts change-points
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
testSignal Piecewise constant test signal