ChangepointTesting (version 1.1)
Change Point Estimation for Clustered Signals
Description
A multiple testing procedure for clustered alternative hypotheses.
It is assumed that the p-values under the null hypotheses follow U(0,1) and
that the distributions of p-values from the alternative hypotheses are
stochastically smaller than U(0,1). By aggregating information, this
method is more sensitive to detecting signals of low magnitude than
standard methods. Additionally, sporadic small p-values appearing
within a null hypotheses sequence are avoided by averaging on the
neighboring p-values.