mSTEM: Multiple Testing of Local Extrema for Detection of Change Points

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>.

Version: 1.0-1
Depends: R (≥ 3.1.0)
Imports: parallel, foreach, doParallel, latex2exp
Published: 2019-10-02
Author: Zhibing He and Dan Cheng
Maintainer: Zhibing He <zhibingh at asu.edu>
License: GPL-3
URL: https://arxiv.org/abs/1504.06384
NeedsCompilation: no
Materials: README
CRAN checks: mSTEM results

Downloads:

Reference manual: mSTEM.pdf
Package source: mSTEM_1.0-1.tar.gz
Windows binaries: r-devel: mSTEM_1.0-1.zip, r-devel-gcc8: mSTEM_1.0-1.zip, r-release: mSTEM_1.0-1.zip, r-oldrel: mSTEM_1.0-1.zip
OS X binaries: r-release: mSTEM_1.0-1.tgz, r-oldrel: mSTEM_1.0-1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mSTEM to link to this page.