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, Wei Biao Wu, and Shannon T. Holloway
MaintainerShannon T. Holloway <>
Package repositoryView on CRAN
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ChangepointTesting documentation built on June 7, 2022, 1:08 a.m.