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) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0-1 by Zhibing He, 2 years ago

Browse source code at

Authors: Zhibing He and Dan Cheng

Documentation:   PDF Manual  

GPL-3 license

Imports parallel, foreach, doParallel, latex2exp

See at CRAN