stepR: Multiscale Change-Point Inference
Version 2.0-1

Allows fitting of step-functions to univariate serial data where neither the number of jumps nor their positions is known by implementing the multiscale regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the change-point locations and bands for the unknown signal can be obtained.

Package details

AuthorPein Florian [aut], Thomas Hotz [aut], Hannes Sieling [aut], Timo Aspelmeier [cre]
Date of publication2017-05-19 21:22:23 UTC
MaintainerTimo Aspelmeier <[email protected]>
Package repositoryView on CRAN
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stepR documentation built on May 30, 2017, 5:25 a.m.