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 <timo.aspelmeier@mathematik.uni-goettingen.de>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the FDRSeg package in your browser

Any scripts or data that you put into this service are public.

FDRSeg documentation built on May 2, 2019, 9:43 a.m.