mosum: Moving Sum Based Procedures for Changes in the Mean

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.

Version: 1.2.7
Depends: R (≥ 3.1.2)
Imports: methods, RColorBrewer, plot3D, Rcpp (≥ 0.12.5)
LinkingTo: Rcpp
Published: 2022-10-22
DOI: 10.32614/CRAN.package.mosum
Author: Alexander Meier [aut], Haeran Cho [aut, cre], Claudia Kirch [aut]
Maintainer: Haeran Cho <haeran.cho at>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: mosum citation info
In views: TimeSeries
CRAN checks: mosum results


Reference manual: mosum.pdf


Package source: mosum_1.2.7.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): mosum_1.2.7.tgz, r-oldrel (arm64): mosum_1.2.7.tgz, r-release (x86_64): mosum_1.2.7.tgz, r-oldrel (x86_64): mosum_1.2.7.tgz
Old sources: mosum archive

Reverse dependencies:

Reverse imports: vccp


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