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.

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AuthorHongyuan Cao, Wei Biao Wu, and Shannon T. Holloway
Date of publication2016-05-24 05:38:52
MaintainerShannon T. Holloway <>

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BH Man page
BH,changePoint Man page
BH,changePoint-method Man page
blocks Man page
blocks,changePoint-method Man page
changePoint Man page
changePoint-class Man page
ChangepointTesting Man page
ChangepointTesting-package Man page
changePts Man page
changePts,changePoint-method Man page
critical Man page
critical,changePoint Man page
critical,changePoint-method Man page
CW Man page
CW,changePoint Man page
CW,changePoint-method Man page
FDRL Man page
FDRL,changePoint Man page
FDRL,changePoint-method Man page
numAlt Man page
numAlt,changePoint Man page
numAlt,changePoint-method Man page
pAlt,changePoint Man page
piAlt Man page
piAlt,changePoint-method Man page
plot,changePoint Man page
plot,changePoint,missing-method Man page
print,changePoint-method Man page
show,changePoint-method Man page
sigmaSq Man page
sigmaSq,changePoint Man page
sigmaSq,changePoint-method Man page

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