ChangepointTesting: Change Point Estimation for Clustered Signals

A multiple testing procedure for clustered alternative hypotheses. It is assumed that the p-values under the null hypotheses follow U(0,1) and that the distributions of p-values from the alternative hypotheses are stochastically smaller than U(0,1). By aggregating information, this method is more sensitive to detecting signals of low magnitude than standard methods. Additionally, sporadic small p-values appearing within a null hypotheses sequence are avoided by averaging on the neighboring p-values.

Package details

AuthorHongyuan Cao [aut], Wei Biao Wu [aut], Shannon T. Holloway [aut, cre]
MaintainerShannon T. Holloway <shannon.t.holloway@gmail.com>
LicenseGPL-2
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ChangepointTesting")

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ChangepointTesting documentation built on June 8, 2025, 10:28 a.m.