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Software - Davis Berlind 
Davis Berlind
Statistics PhD Candidate @ UCLA
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 \(\mathbf{y}_{1:T}\). Themich.fitobject returned bymich()provides a variational approximation to the posterior distribution of the change-points.