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mosum

Moving Sum Based Procedures for Changes in the Mean

Implementations of MOSUM-based statistical procedures and algorithms for detecting multiple changes in the mean. This comprises the MOSUM procedure for estimating multiple mean changes from Eichinger and Kirch (2018) <doi:10.3150/16-BEJ887> and the multiscale algorithmic extension from Cho and Kirch (2022) <doi:10.1007/s10463-021-00811-5>, as well as the bootstrap procedure for generating confidence intervals about the locations of change points as proposed in Cho and Kirch (2022) <doi:10.1016/j.csda.2022.107552>. See also Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.

Versions across snapshots

VersionRepositoryFileSize
1.2.7 rolling linux/jammy R-4.5 mosum_1.2.7.tar.gz 256.6 KiB
1.2.7 rolling linux/noble R-4.5 mosum_1.2.7.tar.gz 258.6 KiB
1.2.7 rolling source/ R- mosum_1.2.7.tar.gz 47.9 KiB
1.2.7 latest linux/jammy R-4.5 mosum_1.2.7.tar.gz 256.6 KiB
1.2.7 latest linux/noble R-4.5 mosum_1.2.7.tar.gz 258.6 KiB
1.2.7 latest source/ R- mosum_1.2.7.tar.gz 47.9 KiB
1.2.7 2026-04-26 source/ R- mosum_1.2.7.tar.gz 47.9 KiB
1.2.7 2026-04-23 source/ R- mosum_1.2.7.tar.gz 47.9 KiB
1.2.7 2026-04-09 windows/windows R-4.5 mosum_1.2.7.zip 582.3 KiB
1.2.7 2025-04-20 source/ R- mosum_1.2.7.tar.gz 47.9 KiB

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