linearQ-package: Quantile Simulation in Multiscale Chang-Point Segmentation.

Description Details Author(s) References Examples

Description

A linear algorithm for simulating quantiles of multiscale statistics under null hypothesis in multiscale change-point segmentation.

Details

Package: linearQ
Type: Package
Version: 1.0
Date: 2018-02-27
License: GPL (>= 2)

Index:

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fastQuantile      Quantile simulation

Author(s)

Chengcheng Huang [aut,cre], Housen Li[aut]

Maintainer: Chengcheng Huang <huangchengcheng12@nudt.edu.cn>

References

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.

Examples

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  # simulate quantiles for multiscale statistics from Normal regression model
    seed = 123
    q  <- fastQuantile(0.9, 500, 100, seed = seed, type = 1)

linearQ documentation built on May 2, 2019, 3:43 a.m.