mSTEM: Multiple Testing of Local Extrema for Detection of Change Points

A new approach to detect change points based on smoothing and multiple testing, which is for long data sequence modeled as piecewise constant functions plus stationary Gaussian noise, see Dan Cheng and Armin Schwartzman (2015) <arXiv:1504.06384>.

Getting started

Package details

AuthorZhibing He and Dan Cheng
MaintainerZhibing He <>
Package repositoryView on CRAN
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mSTEM documentation built on Oct. 2, 2019, 5:03 p.m.