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) .


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install.packages("mSTEM")

1.0-1 by Zhibing He, 2 years ago


https://arxiv.org/abs/1504.06384


Browse source code at https://github.com/cran/mSTEM


Authors: Zhibing He and Dan Cheng


Documentation:   PDF Manual  


GPL-3 license


Imports parallel, foreach, doParallel, latex2exp


See at CRAN