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

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, Tijana Levajkovic and Michael Messer (2023) <doi:10.1214/22-EJS2101>.

Version: 2.0
Published: 2026-09-16
DOI: 10.32614/CRAN.package.mscp
Author: Tijana Levajkovic [aut], Michael Messer [aut, cre]
Maintainer: Michael Messer <michaelmessermath at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: mscp results

Documentation:

Reference manual: mscp.html , mscp.pdf

Downloads:

Package source: mscp_2.0.tar.gz
Windows binaries: r-devel: mscp_2.0.zip, r-release: mscp_1.0.zip, r-oldrel: mscp_1.0.zip
macOS binaries: r-release (arm64): mscp_1.0.tgz, r-oldrel (arm64): mscp_2.0.tgz, r-release (x86_64): mscp_2.0.tgz, r-oldrel (x86_64): mscp_2.0.tgz
Old sources: mscp archive

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