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:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=mscp
to link to this page.