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The Multiple Filter Test for Change Point Detection

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1.3Kdownloads / year
–test coverage
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Overview

About

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.

Install

Health

CRAN checks
13OK
Slowest check: 1.8 min · r-release-macos-x86_64
Status changes
  • OK13 OKNow
  • OK5 OK2026-09-16
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 3.1
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
8
Examples that run
100%8 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

1.3K
CRAN downloads in the past year
Rank #24,489 · ~3/day · ~105/mo
Daily download trend is not available in this view yet.
35430 days
49890 days
1.3K1 year
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Also on74 r2u4 autocran

Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)

Installing MFT adds no packages beyond those that come with R.

Depends (0)
none
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (4)
Author, Maintainer since 1.3 (2017)
Releases (3)

Pick two releases to compare their code metrics.

  • unarchivedReturned to CRAN
    2026-09-16
  • 3.1Latest
    record
    2026-09-16 · current release · diff ↗
  • archivedRemoved from CRAN
    2026-05-06
    email to the maintainer is undeliverable
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 2.0
    record
    2019-03-11 · diff ↗ ·
    added 2 exports
    MFT.filterdata, MFT.peaks
  • R
    R 3.5.0 released · 2018-04-23
  • 1.3
    record
    2017-09-15
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-09-15
Total releases
3 / 9 yrs
License
GPL-3 OSI
Download size
32 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("MFT")
Messer, M., Albert, S., Plomer, S., & Schneider, G. (2026). MFT: The Multiple Filter Test for Change Point Detection (Version 3.1) [Computer software]. https://doi.org/10.32614/CRAN.package.MFT

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for MFT version 3.1 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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