ChangepointTesting-package: Change Point Estimation for Clustered Signals

In ChangepointTesting: Change Point Estimation for Clustered Signals

Change Point Estimation for Clustered Signals

Description

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.

Details

Package:	ChangepointTesting
Type:	Package
Version:	1.1
Date:	2022-06-05
License: GPL-2

Author(s)

Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway Maintainer: Shannon T. Holloway <[e-mail]>

References

Cao, H. and Wu, W. B. (2015) Changepoint estimation: Another look at multiple testing problems. Biometrika, 102, 974–980.

ChangepointTesting documentation built on June 7, 2022, 1:08 a.m.