FDRSeg: FDR-Control in Multiscale Change-Point Segmentation

Estimate step functions via multiscale inference with controlled false discovery rate (FDR). For details see H. Li, A. Munk and H. Sieling (2016) <doi:10.1214/16-EJS1131>.

Package details

AuthorHousen Li [aut], Hannes Sieling [aut], Timo Aspelmeier [cre]
MaintainerTimo Aspelmeier <[email protected]>
Package repositoryView on CRAN
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FDRSeg documentation built on Sept. 20, 2017, 9:03 a.m.