ch.est: Estimate *s2*,*lambda2*,*lambda4*,*Delta*

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

Description

Estimate s2,lambda2,lambda4,Delta

Usage

ch.est(nu, gamma, size, B = 100)

Arguments

nu	bandwidth of Gaussian kernal applied to White-noise, Whitenoise error if nu = 0
gamma	bandwidth of nonparameter smoothing
size	sample size
B	Montelarlo iteration times

Value

a list of s2,lambda2,lambda4,Delta

References

Multiple Testing of Local Extrema for Detection of Change Points https://arxiv.org/abs/1504.06384

See Also

which.cp

Examples

ch.est(nu=2,gamma=4,size=1000,B=100)

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