MFT
The Multiple Filter Test for Change Point Detection
Provides statistical tests and algorithms for the detection of change points in time series and point processes - particularly for changes in the mean in time series and for changes in the rate and in the variance in point processes. References - Michael Messer, Marietta Kirchner, Julia Schiemann, Jochen Roeper, Ralph Neininger and Gaby Schneider (2014), A multiple filter test for the detection of rate changes in renewal processes with varying variance <doi:10.1214/14-AOAS782>. Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper, Gaby Schneider (2017), Multi-scale detection of variance changes in renewal processes in the presence of rate change points <doi:10.1111/jtsa.12254>. Michael Messer, Kaue M. Costa, Jochen Roeper and Gaby Schneider (2017), Multi-scale detection of rate changes in spike trains with weak dependencies <doi:10.1007/s10827-016-0635-3>. Michael Messer, Stefan Albert and Gaby Schneider (2018), The multiple filter test for change point detection in time series <doi:10.1007/s00184-018-0672-1>. Michael Messer, Hendrik Backhaus, Albrecht Stroh and Gaby Schneider (2019+) Peak detection in time series.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0 |
rolling linux/jammy R-4.5 | MFT_2.0.tar.gz |
173.8 KiB |
2.0 |
rolling linux/noble R-4.5 | MFT_2.0.tar.gz |
173.7 KiB |
2.0 |
rolling source/ R- | MFT_2.0.tar.gz |
31.9 KiB |
2.0 |
latest linux/jammy R-4.5 | MFT_2.0.tar.gz |
173.8 KiB |
2.0 |
latest linux/noble R-4.5 | MFT_2.0.tar.gz |
173.7 KiB |
2.0 |
latest source/ R- | MFT_2.0.tar.gz |
31.9 KiB |
2.0 |
2026-04-26 source/ R- | MFT_2.0.tar.gz |
31.9 KiB |
2.0 |
2026-04-23 source/ R- | MFT_2.0.tar.gz |
31.9 KiB |
2.0 |
2026-04-09 windows/windows R-4.5 | MFT_2.0.zip |
175.9 KiB |
2.0 |
2025-04-20 source/ R- | MFT_2.0.tar.gz |
31.9 KiB |