survival, MASS, Ball, reticulate, stats, pkgdown, crayon, cli,
dr, fs

survival, MASS, Ball, reticulate, stats, crayon, cli, dr,
foreach, parallel, doParallel, fs
knitr, randomForestSRC, SIS, glmnet, ncvreg, utils, pkgdown

The Multiple Filter Test for Change Point Detection
Michael Messer, Stefan Albert, Solveig Plomer, Gaby Schneider
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) <doi:10.1214/14-AOAS782>, Stefan Albert, Michael Messer, Julia Schiemann, Jochen Roeper, Gaby Schneider (2017) <doi:10.1111/jtsa.12254>, Michael Messer, Kaue M. Costa, Jochen Roeper and Gaby Schneider (2017) <doi:10.1007/s10827-016-0635-3>.

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 (2019+) Peak detection in time series.