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

Description Usage Arguments Value Examples

View source: R/fdr_gam.R

Description

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

Usage

1
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

1
2
3
4
5
6
7
8
9
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.