Moving Sum Based Procedures for Changes in the Mean
Default choice for the set of multiple bandwidths
Obtain bootstrap replicate of time series
Does the combination comb of changepoints contain the changepoint k_in...
Confidence intervals for change points
Confidence intervals for change points
Helping/wrapper fuction for C++ calls
Helping function to get bootstrap replicates of change point estimates
Final detection interval
Remove duplicated from all.cpts data frame: In case one change being a...
extract changepoints from candidates with eta criterion
Algorithm II (Local change-point search with SC)
Helping function for algorithm 2: Pre-compute the partial sums S_i = s...
Get integer vector of changepoint indices, based on bool-field represe...
Compute bootstrapped mosum statistic and return maximum position there...
Compute the Local cost terms of combination icomb (for RSS resp. sBIC)...
Is index i_child a child of index i_parent? ASSERT: i_child is of the ...
Identify the local environment for exhaustive search
Localised pruning algorithm
helping function for bootstrap (compute local means)
Creating Time-Series according to example model
Creating Time-Series according to example model
Creating Time-Series according to example model
Creating Time-Series according to example model
Creating Time-Series according to example model
Help function: asymptotic scaling.
Help function: asymptotic shift
MOSUM asymptotic critical value
MOSUM asymptotic p-value
MOSUM procedure for multiple change point estimation
MOSUM statistic
Multiscale MOSUM algorithm with bottom-up merging
Multiscale bandwidth grids
Multiscale MOSUM algorithm with localised pruning
Next value to iterate (in lexicographical order) over all bit permutai...
Get number of non-zero bits of a 32bit integer Source: https://stackov...
3D Visualisation of multiscale MOSUM statistics
Plotting the output from MOSUM procedure
Plotting MOSUM statistics
Plotting the output from multiscale MOSUM procedure
Change points estimated by MOSUM procedure
Change points estimated by multiscale MOSUM procedure
equivalent to rollsum(x, k=G, fill=NA, align="left") in the package zo...
where is leftmost one? https://www.geeksforgeeks.org/find-significant-...
Starting value to iterate (in lexicographical order) over all bit perm...
Summary of change points estimated by MOSUM procedure
Summary of change points estimated by multiscale MOSUM procedure
Test data with piecewise constant mean
Piecewise constant test signal
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.