Fdr: Evaluate performance of estimated change points

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

Description

Evaluate performance of estimated change points

Usage

Fdr(uh, b, th)

Arguments

uh	a vector of estimated change points locations
b	a scalar of location tolerance, specified by user
th	a vector of true change points locations

Value

a list of vector of FDR and Power

FDR	a scalar of fdr (false discovery rate)
Power	a scalar of power (true positive rate)

See Also

which.cp

Examples

Fdr(uh=c(7,15,32,47),b=4,th=c(10,20,30,40,50))

mSTEM documentation built on Oct. 2, 2019, 5:03 p.m.