BesselPolynomial

Recursively compute coefficients of Bessel Polynomials.
Deprecation warning: This function is a help function for the Bessel filters in <code>dfilter</code> and may be removed when <code>dfilter</code> will be removed.

math

Allows fitting of step-functions to univariate serial data where neither the number of jumps nor their positions is known by implementing the multiscale regression estimators SMUCE, simulataneous multiscale changepoint estimator, (K. Frick, A. Munk and H. Sieling, 2014) <doi:10.1111/rssb.12047> and HSMUCE, heterogeneous SMUCE, (F. Pein, H. Sieling and A. Munk, 2017) <doi:10.1111/rssb.12202>. In addition, confidence intervals for the change-point locations and bands for the unknown signal can be obtained.

Pein Florian

stepR

Multiscale Change-Point Inference

Thomas Hotz

Hannes Sieling

Timo Aspelmeier

BesselPolynomial function

<dl><dt>n</dt>
<dd>order</dd><dt>reverse</dt>
<dd>whether to return the coefficients of a reverse Bessel Polynomial</dd></dl>

Arguments

Bessel Polynomials — BesselPolynomial

<dl>

<dt>n</dt>
<dd>order</dd>

<dt>reverse</dt>
<dd>whether to return the coefficients of a reverse Bessel Polynomial</dd>

</dl>

BesselPolynomial: Bessel Polynomials

Description

Usage

Value

Arguments

See Also

Examples