MOSUM procedure for multiple change point estimation
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Updated
Apr 18, 2023 - Jupyter Notebook
MOSUM procedure for multiple change point estimation
Development version of the CptNonPar R package
Compute a moving sum of absolute values incrementally.
Create an iterator which iteratively computes a moving sum of absolute values.
Create an iterator which iteratively computes a moving sum.
Create an iterator which iteratively computes a moving sum of squared absolute values.
Compute a moving sum incrementally.
Compute a moving sum of products incrementally.
Compute a moving sum of squared absolute values incrementally.
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