`mosum.mosum_stat`¶

Module Contents¶

mosum statistic

`mosum_stat`([var_est_method, var_custom, ...])	calculate mosum statistic
`rolling_sum`(→ numpy.ndarray)	calculate rolling sums for mosum detector
`eta_criterion_help`(candidates, m_values, eta, G_left, ...)	eta localisation

class mosum.mosum_stat.mosum_stat_obj(x, G_left, G_right, var_est_method, var_custom, boundary_extension, res, unscaledStatistic, var_estimation)¶: mosum statistic

mosum.mosum_stat.mosum_stat(x, G, G_right=float('nan'), var_est_method='mosum', var_custom=None, boundary_extension=True) → mosum_stat_obj¶: calculate mosum statistic

mosum.mosum_stat.rolling_sum(a: float, G: int = 1) → numpy.ndarray¶: calculate rolling sums for mosum detector

mosum.mosum_stat.eta_criterion_help(candidates: int, m_values: float, eta: float, G_left: int, G_right: int)¶: eta localisation