Description Details Author(s) References Examples
A linear algorithm for simulating quantiles of multiscale statistics under null hypothesis in multiscale change-point segmentation.
Package: | linearQ |
Type: | Package |
Version: | 1.0 |
Date: | 2018-02-27 |
License: | GPL (>= 2) |
Index:
1 | fastQuantile Quantile simulation
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Chengcheng Huang [aut,cre], Housen Li[aut]
Maintainer: Chengcheng Huang <huangchengcheng12@nudt.edu.cn>
Frick, K., Munk, A., and Sieling, H. (2014). Multiscale Change-Point Inference. J. R. Statist. Soc. B, with discussion and rejoinder by the authors, 76:495–580. Li, H., Munk, A., and Sieling, H. (2015). FDR-control in multiscale change-point segmentation. arXiv:1412.5844.
1 2 3 | # simulate quantiles for multiscale statistics from Normal regression model
seed = 123
q <- fastQuantile(0.9, 500, 100, seed = seed, type = 1)
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