mSTEM (version 1.0-1)

ch.est: Estimate s2,lambda2,lambda4,Delta

Description

Estimate s2,lambda2,lambda4,Delta

Usage

ch.est(nu, gamma, size, B = 100)

Arguments

nu

bandwidth of Gaussian kernal applied to White-noise, Whitenoise error if nu = 0

gamma

bandwidth of nonparameter smoothing

size

sample size

B

Montelarlo iteration times

Value

a list of s2,lambda2,lambda4,Delta

References

Multiple Testing of Local Extrema for Detection of Change Points https://arxiv.org/abs/1504.06384

See Also

which.cp

Examples

# NOT RUN {
ch.est(nu=2,gamma=4,size=1000,B=100)
# }