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R package for the paper "Multiple Testing of Local Extrema for Detection of Change Points"

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Version

Install

install.packages('mSTEM')

Monthly Downloads

137

Version

1.0-1

License

GPL-3

Maintainer

Zhibing He

Last Published

October 2nd, 2019

Functions in mSTEM (1.0-1)

GenZ

Generate Gaussian autocorrelated random error sequence based on White-noise and Gaussian kernal
which.peaks

Find local maxima and minima in a sequence
GenMu

Generate a piecewise constant sequence starting from 0
GenDY

Generate first-order differential of a smoothed sequence Y
fdr.gam

Parallel computing fdr and power of change points estimation for different gamma and nu
illu.plot

Illustration plot of the procedure t0 detect change points
Fdr

Evaluate performance of estimated change points
which.cp

Find locations of change points
ch.est

Estimate s2,lambda2,lambda4,Delta
fdrBH

FDR threshold based on the Benjamini-Hochberg algorithm
conv

Compute convolution function using FFT, similar to the function 'conv' in matlab