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mscp  

Multiscale Change Point Detection via Gradual Bandwidth Adjustment in Moving Sum Processes
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mscp", "1.0")



Attach the package and use:
library("mscp")
Maintained by
Michael Messer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-24
Latest Update: 2021-02-24
Description:
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.
How to cite:
Michael Messer (2021). mscp: Multiscale Change Point Detection via Gradual Bandwidth Adjustment in Moving Sum Processes. R package version 1.0, https://cran.r-project.org/web/packages/mscp. Accessed 02 Feb. 2025.
Previous versions and publish date:
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View mscp citation profile
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Complete documentation for mscp
Functions, R codes and Examples using the mscp R package
Some associated functions: mscp . plot.mscp . summary.mscp . 
Some associated R codes: Full mscp package functions and examples
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