Package: mscp 1.0

Michael Messer

mscp: Multiscale Change Point Detection via Gradual Bandwidth Adjustment in Moving Sum Processes

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.

Authors:Tijana Levajkovic [aut], Michael Messer [aut, cre]

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