Moving Sum Based Procedures for Changes in the Mean


[Up] [Top]

Documentation for package ‘mosum’ version 1.1

Help Pages

bandwidths.default Default choice of multiple bandwidth set
cpts.bootstrap Bootstrapping estimated change points
mosum MOSUM statistic
mosum.cpts MOSUM changepoints
mosum.criticalValue MOSUM asymptotic critical value
mosum.pValue MOSUM asymptotic p-value
mosum.test MOSUM test
multiscale.bottomUp.cpts Multiscale MOSUM algorithm (bottom-up)
multiscale.cpts Multiscale MOSUM algorithm (sBIC)
multiscale.grid Multiscale bandwidth grids
persp3D.multiscaleMosum 3D Visualization of multiscale MOSUM statistics
piecewiseStationary_signal Piecewise stationary model time series signal
piecewiseStationary_timeSeries Piecewise stationary model time series
plot.mosum Plotting MOSUM objects
plot.mosum.cpts Plotting MOSUM changepoints
plot.multiscale.cpts Plotting multiscale.cpts changepoints