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.

Author
Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway
Date of publication
2016-05-24 05:38:52
Maintainer
Shannon T. Holloway <sthollow@ncsu.edu>
License
GPL-2
Version
1.0

View on CRAN

Man pages

changePoint
Change Point Estimation for Clustered Signals
changePoint-class
Class '"changePoint"'
ChangepointTesting-package
Change Point Estimation for Clustered Signals

Files in this package

ChangepointTesting
ChangepointTesting/NAMESPACE
ChangepointTesting/R
ChangepointTesting/R/zhang.R
ChangepointTesting/R/methods-retrieve.R
ChangepointTesting/R/All-Classes.R
ChangepointTesting/R/BHmethod.R
ChangepointTesting/R/changePoint.R
ChangepointTesting/MD5
ChangepointTesting/DESCRIPTION
ChangepointTesting/man
ChangepointTesting/man/ChangepointTesting-package.Rd
ChangepointTesting/man/changePoint.Rd
ChangepointTesting/man/changePoint-class.Rd