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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 06 Mar. 2026.
Previous versions and publish date:
1.3 (2017-09-15 17:48)
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
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