Institut für Mathematische Stochastik

HSMUCE - an R package for change-point inference for heterogeneous data

Author: F. Pein

This package implements the estimator H-SMUCE described in the work of

Pein, F., Sieling, H., Munk, A. (2016)
Heterogeneuous change point inference 1505.04898, Journ. Royal. Statist. Soc. Ser. B. To appear.

This package is now integrated in the stepR package on CRAN
and can be used by calling the functions with family = "hsmuce".

The old package is still available: Download