MFT: The Multiple Filter Test for Change Point Detection

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) <doi:10.1214/14-AOAS782>, Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper, Gaby Schneider (2017) <doi:10.1111/jtsa.12254>, Michael Messer, Kaue M. Costa, Jochen Roeper and Gaby Schneider (2017) <doi:10.1007/s10827-016-0635-3>.

Version: 1.3
Published: 2017-09-15
Author: Michael Messer, Stefan Albert, Solveig Plomer, Gaby Schneider
Maintainer: Michael Messer <messer at math.uni-frankfurt.de>
License: GPL-3
NeedsCompilation: no
CRAN checks: MFT results

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Reference manual: MFT.pdf
Package source: MFT_1.3.tar.gz
Windows binaries: r-devel: MFT_1.3.zip, r-release: MFT_1.3.zip, r-oldrel: MFT_1.3.zip
OS X El Capitan binaries: r-release: MFT_1.3.tgz
OS X Mavericks binaries: r-oldrel: MFT_1.3.tgz

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