r-mSTEM

Description

Multiple Testing of Local Extrema for Detection of Change Points.

Description

A new approach to detect change points based on smoothing and multiple testing, which is for long data sequence modeled as piecewise constant functions plus stationary Gaussian noise, see Dan Cheng and Armin Schwartzman (2015) <arXiv:1504.06384>.

README.md

cran.r-project.org

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

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Version

1.0-1

License

Unknown

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Platforms75 (75)

Platforms (75)