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 (2021+), Tijana Levajkovic and Michael Messer.
Version: |
1.0 |
Published: |
2021-02-24 |
DOI: |
10.32614/CRAN.package.mscp |
Author: |
Tijana Levajkovic [aut],
Michael Messer [aut, cre] |
Maintainer: |
Michael Messer <michael.messer at tuwien.ac.at> |
License: |
GPL-3 |
NeedsCompilation: |
no |
CRAN checks: |
mscp results |
Documentation:
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