HIGHLIGHTS
- who: Alexander Meier and collaborators from the University Magdeburg have published the research work: mosum: A Package for Moving Sums in Change-Point Analysis, in the Journal: (JOURNAL)
- what: The authors present the package mosum (Meier, Cho, and Kirch 2021), which provides an implementation of the moving sum (MOSUM) procedure from Eichinger and Kirch and its multiscale extension for offline detection of multiple changes in the mean. In Algorithm 2, the authors present a comprehensive high-level description of the information criterion-based localized pruning method applicable with the multiscale MOSUM procedure; in contrast to . . .
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