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
Author: Tijana Levajkovic [aut], Michael Messer [aut, cre]
Maintainer: Michael Messer <michael.messer at>
License: GPL-3
NeedsCompilation: no
CRAN checks: mscp results


Reference manual: mscp.pdf


Package source: mscp_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mscp_1.0.tgz, r-release (x86_64): mscp_1.0.tgz, r-oldrel: mscp_1.0.tgz


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