Software

R Packages

• {mich} – An R package that implements the Multiple Independent Change-Point (MICH) method introduced in Berlind, Cappello, Madrid Padilla (2025). The package’s main function mich() implements a backfitting procedure to identify changes in the mean and/or variance of a length \(T\) sequence of observations \(\mathbf{y}_{1:T}\). The mich.fit object returned by mich() provides a variational approximation to the posterior distribution of the change-points.