Other packages > Find by keyword >

MFT  

The Multiple Filter Test for Change Point Detection
View on CRAN: Click here


Download and install MFT package within the R console
Install from CRAN:
install.packages("MFT")

Install from Github:
library("remotes")
install_github("cran/MFT")

Install by package version:
library("remotes")
install_version("MFT", "2.0")



Attach the package and use:
library("MFT")
Maintained by
Michael Messer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-09-15
Latest Update: 2019-03-11
Description:
Provides statistical tests and algorithms for the detection of change points in time series and point processes - particularly for changes in the mean in time series and for changes in the rate and in the variance in point processes. References - Michael Messer, Marietta Kirchner, Julia Schiemann, Jochen Roeper, Ralph Neininger and Gaby Schneider (2014), A multiple filter test for the detection of rate changes in renewal processes with varying variance . Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper, Gaby Schneider (2017), Multi-scale detection of variance changes in renewal processes in the presence of rate change points . Michael Messer, Kaue M. Costa, Jochen Roeper and Gaby Schneider (2017), Multi-scale detection of rate changes in spike trains with weak dependencies . Michael Messer, Stefan Albert and Gaby Schneider (2018), The multiple filter test for change point detection in time series . Michael Messer, Hendrik Backhaus, Albrecht Stroh and Gaby Schneider (2019+) Peak detection in time series.
How to cite:
Michael Messer (2017). MFT: The Multiple Filter Test for Change Point Detection. R package version 2.0, https://cran.r-project.org/web/packages/MFT. Accessed 12 Aug. 2026.
Previous versions and publish date:
1.3 (2017-09-15 17:48), 2.0 (2019-03-11 21:42), (2026-07-09 08:09)
Other packages that cited MFT R package
View MFT citation profile
Other R packages that MFT depends, imports, suggests or enhances
Complete documentation for MFT
Functions, R codes and Examples using the MFT R package
Some associated functions: MFT.filterdata . MFT.m_est . MFT.mean . MFT.peaks . MFT.rate . MFT.variance . plot.MFT . summary.MFT . 
Some associated R codes: MFT.filterdata.R . MFT.m_est.R . MFT.mean.R . MFT.peaks.R . MFT.rate.R . MFT.variance.R . plot.MFT.R . summary.MFT.R .  Full MFT package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

spatstat.random  
Random Generation Functionality for the 'spatstat' Family
Functionality for random generation of spatial data in the 'spatstat' family of packages. Generate ...
Download / Learn more Package Citations See dependency  
keyplayer  
Locating Key Players in Social Networks
Computes group centrality scores and identifies the most central group of players in a network. ...
Download / Learn more Package Citations See dependency  
ipdw  
Spatial Interpolation by Inverse Path Distance Weighting
Functions are provided to interpolate geo-referenced point data via Inverse Path Distance Weighting ...
Download / Learn more Package Citations See dependency  
quickcheck  
Property Based Testing
Property based testing, inspired by the original 'QuickCheck'. This package builds on the property ...
Download / Learn more Package Citations See dependency  
matrixsampling  
Simulations of Matrix Variate Distributions
Provides samplers for various matrix variate distributions: Wishart, inverse-Wishart, normal, t, inv ...
Download / Learn more Package Citations See dependency  
flexdashboard  
R Markdown Format for Flexible Dashboards
Format for converting an R Markdown document to a grid oriented dashboard. The dashboard flexibly a ...
Download / Learn more Package Citations See dependency  

28,313

R Packages

239,283

Dependencies

74,752

Author Associations

28,314

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA