MOSUM wrapper — Moving Sum — mosum_wrapper • ggchangepoint

Wraps the mosum package for moving-sum-based changepoint detection, either at a single bandwidth or (with multiscale = TRUE) across a bandwidth grid with localised pruning.

Usage

mosum_wrapper(x, G = NULL, multiscale = FALSE, seed = NULL, ...)

Arguments

x: A numeric vector.
G: Bandwidth. If NULL, automatically selected (min(n/10, 100) for the single-bandwidth procedure; the engine's default bandwidth grid for the multiscale procedure).
multiscale: Logical. Use the multiscale MOSUM procedure (mosum::multiscale.localPrune()) instead of a single bandwidth? Defaults to FALSE.
seed: Optional seed for reproducibility.
...: Additional arguments passed to mosum::mosum() or mosum::multiscale.localPrune().

Value

A ggcpt object.