Package: MFT
Type: Package
Title: The Multiple Filter Test for Change Point Detection
Version: 1.3
Date: 2017-09-15
Author: Michael Messer, Stefan Albert, Solveig Plomer, Gaby Schneider
Maintainer: Michael Messer <messer@math.uni-frankfurt.de>
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) <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>.
License: GPL-3
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2017-09-15 15:05:13 UTC; messer
Repository: CRAN
Date/Publication: 2017-09-15 15:48:57 UTC
