swMATH ID: 38303
Software Authors: Alexander Meier, Haeran Cho, Claudia Kirch
Description: R package 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 extensions from Cho and Kirch (2019) <arXiv:1910.12486>. See Meier, Kirch and Cho (2021) <doi:10.18637/jss.v097.i08> which accompanies the R package.
Homepage: https://cran.r-project.org/web/packages/mosum/index.html
Source Code:  https://github.com/cran/mosum
Dependencies: R
Keywords: MOSUM; change-point analysis; time series; R; R package; jstatsoft.org; CRAN; Journal of Statistical Software
Related Software: FDRSeg; changepoint; wbs; cumSeg; stepR; breakfast; cpm; R; ecp; strucchange; DNAcopy; bcp; fpop; not; CRAN; TSMCP; Segmentor3IsBack; changepoint.np; VIM; ocp
Cited in: 8 Documents

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