Package: MFT
Type: Package
Title: The Multiple Filter Test for Change Point Detection
Version: 3.1
Encoding: UTF-8
Date: 2026-09-15
Authors@R: c(person(given = "Michael",
                      family = "Messer",
                      role = c("aut", "cre"),
                      email = "michaelmessermath@gmail.com"),
               person(given = "Stefan",
                      family = "Albert",
                      role = "aut"),
               person(given = "Solveig",
                      family = "Plomer",
                      role = "aut"),
               person(given = "Gaby",
                      family = "Schneider",
                      role = "aut"))
Maintainer: Michael Messer <michaelmessermath@gmail.com>
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), A multiple filter test for the detection of rate changes in renewal processes with varying variance <doi:10.1214/14-AOAS782>. Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper, Gaby Schneider (2017), Multi-scale detection of variance changes in renewal processes in the presence of rate change points <doi:10.1111/jtsa.12254>. Michael Messer, Kaue M. Costa, Jochen Roeper and Gaby Schneider (2017), Multi-scale detection of rate changes in spike trains with weak dependencies <doi:10.1007/s10827-016-0635-3>. Michael Messer, Stefan Albert and Gaby Schneider (2018), The multiple filter test for change point detection in time series <doi:10.1007/s00184-018-0672-1>. Michael Messer, Hendrik Backhaus, Albrecht Stroh and Gaby Schneider (2020) A multi-scale approach for testing and detecting peaks in time series <doi:10.1080/02331888.2020.1823980>.  
License: GPL-3
RoxygenNote: 7.2.3
NeedsCompilation: no
Packaged: 2026-09-15 19:26:28 UTC; messer
Author: Michael Messer [aut, cre],
  Stefan Albert [aut],
  Solveig Plomer [aut],
  Gaby Schneider [aut]
Repository: CRAN
Date/Publication: 2026-09-16 06:50:27 UTC
