Given independent and identically distributed observations X(1), ..., X(n) from a density f, provides five methods to perform a multiscale analysis about f as well as the necessary critical values. The first method, introduced in Duembgen and Walther (2008), provides simultaneous confidence statements for the existence and location of local increases (or decreases) of f, based on all intervals I(all) spanned by any two observations X(j), X(k). The second method approximates the latter approach by using only a subset of I(all) and is therefore computationally much more efficient, but asymptotically equivalent. Omitting the additive correction term Gamma in either method offers another two approaches which are more powerful on small scales and less powerful on large scales, however, not asymptotically minimax optimal anymore. Finally, the block procedure is a compromise between adding Gamma or not, having intermediate power properties. The latter is again asymptotically equivalent to the first and was introduced in Rufibach and Walther (2010).
Author  Kaspar Rufibach <kaspar.rufibach@gmail.com> and Guenther Walther <gwalther@stanford.edu> 
Date of publication  20150703 08:47:50 
Maintainer  Kaspar Rufibach <kaspar.rufibach@gmail.com> 
License  GPL (>= 2) 
Version  1.0.7 
URL  http://www.kasparrufibach.ch http://wwwstat.stanford.edu/~gwalther 
Package repository  View on CRAN 
Installation  Install the latest version of this package by entering the following in R:



All man pages Function index File listing
Man pages  

blocks: Computes number of observations for each block  
criticalValuesAll: Compute critical values based on the set of all intervals  
criticalValuesApprox: Compute critical values for (1) the original test statistic...  
cvModeAll: Critical values for test statistic based on all intervals  
cvModeApprox: Critical values for test statistic based on the approximating...  
cvModeBlock: Critical values for test statistic based on the block...  
lin: Perturbed Uniform Distribution  
minimalIntervals: Compute set of minimal intervals  
modeHunting: Multiscale analysis of a density on all possible intervals  
modeHuntingApprox: Multiscale analysis of a density on the approximating set of...  
modeHuntingBlock: Multiscale analysis of a density via block procedure  
modehuntpackage: Multiscale Analysis for Density Functions  
myRound: Round 5 up to the next higher integer  
preProcessX: Prepare data vector according to available information on... 
Functions  

blocks  Man page Source code 
criticalValuesAll  Man page Source code 
criticalValuesApprox  Man page Source code 
criticalValuesBlock  Man page 
cvModeAll  Man page 
cvModeApprox  Man page 
cvModeBlock  Man page 
dlin  Man page Source code 
lin  Man page 
minimalIntervals  Man page Source code 
mode hunting  Man page 
modeHunting  Man page Source code 
modeHuntingApprox  Man page Source code 
modeHuntingBlock  Man page Source code 
modehunt  Man page 
modehuntpackage  Man page 
multiscale  Man page 
myRound  Man page Source code 
plin  Man page Source code 
preProcessX  Man page Source code 
qlin  Man page Source code 
rlin  Man page Source code 
Files  

NAMESPACE
 
NEWS
 
data
 
data/cvModeAll.rda
 
data/cvModeBlock.rda
 
data/cvModeApprox.rda
 
R
 
R/qlin.r  
R/preProcessX.r  
R/criticalValuesAll.r  
R/minimalIntervals.r  
R/plin.r  
R/blocks.r  
R/rlin.r  
R/modeHuntingApprox.r  
R/dlin.r  
R/criticalValuesApprox.r  
R/myRound.r  
R/modeHunting.r  
R/modeHuntingBlock.r  
MD5
 
DESCRIPTION
 
man
 
man/modeHuntingApprox.Rd  
man/modeHuntingBlock.Rd  
man/myRound.Rd  
man/preProcessX.Rd  
man/cvModeAll.Rd  
man/minimalIntervals.Rd  
man/modeHunting.Rd  
man/criticalValuesAll.Rd  
man/blocks.Rd  
man/modehuntpackage.Rd  
man/cvModeApprox.Rd  
man/cvModeBlock.Rd  
man/lin.Rd  
man/criticalValuesApprox.Rd 
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