fdr.gam: Parallel computing fdr and power of change points estimation...

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

Description

Parallel computing fdr and power of change points estimation for different gamma and nu

Usage

fdr.gam(c, mu, Gamma, Nu, b, th, B = 100, level = 0.1, iter = 100)

Arguments

c	number of cpu cores used for parallel computing
mu	a vector of piecewise constant
Gamma	a vector of different gammas
Nu	a vector of different nus
b	a scalar of location tolerance, specified by user
th	a vector of true change points locations
B	Montelarlo iteration times
level	FDR control level
iter	iteration times for each combination of gamma and nu

Value

a list of matrix with the same length as Nu, FDR and Power for different Gamma are displayed within each matrix

Examples

size=12000
a = 1
A = a*(1:119)
H = seq(100,11900,100)
mu = GenMu(A,H,size=size)
z = GenZ(nu=2,size=size)
Gamma = seq(1,5,1)
Nu = seq(0,2,0.5)
model = fdr.gam(2,mu,Gamma,Nu,8,H,iter=100)

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