stepR: Fitting Step-Functions

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Allows to fit step-functions to univariate serial data where neither the number of jumps nor their positions is known.

Author
Timo Aspelmeier [cre, aut], Thomas Hotz [aut], Hannes Sieling [aut], Pein Florian [ctb]
Date of publication
2016-10-17 19:00:07
Maintainer
Timo Aspelmeier <timo.aspelmeier@mathematik.uni-goettingen.de>
License
GPL-3
Version
1.0-6

View on CRAN

Man pages

bessel
Bessel Polynomials
bounds
Bounds based on MRC
compare
Compare fit blockwise with ground truth
contMC
Continuous time Markov chain
dfilter
Digital filters
family
Family of distributions
jsmurf
Reconstruct filtered piecewise constant functions with noise
jumpint
Confidence intervals for jumps and confidence bands for step...
MRC
Compute Multiresolution Criterion
MRC1000
Values of the MRC statistic for 1,000 observations (all...
MRCasymptotic
"Asymptotic" values of the MRC statistic (all intervals)
MRCasymptoticDyadic
"Asymptotic" values of the MRC statistic (dyadic intervals)
neighbours
Neighbouring integers
sdrobnorm
Robust standard deviation estimate
smuceR
Piecewise constant regression with SMUCE
stepblock
Step function
stepbound
Jump estimation under restrictions
stepcand
Forward selection of candidate jumps
stepfit
Fitted step function
steppath
Solution path of step-functions
stepR-package
Fit step-functions
stepsel
Automatic selection of number of jumps
transit
TRANSIT algorithm for detecting jumps

Files in this package

stepR
stepR/inst
stepR/inst/CITATION
stepR/tests
stepR/tests/tests.R
stepR/src
stepR/src/StepBinom.cpp
stepR/src/TriArray.h
stepR/src/Debug.h
stepR/src/Step.cpp
stepR/src/StepGaussCut.cpp
stepR/src/StepGaussCut.h
stepR/src/StepBinom.h
stepR/src/StepGauss.cpp
stepR/src/Jump.h
stepR/src/Jump.cpp
stepR/src/Step.h
stepR/src/BinTree.h
stepR/src/StepGaussInhibit.cpp
stepR/src/StepGaussVar.h
stepR/src/StepGauss.h
stepR/src/StepGaussVar.cpp
stepR/src/StepGaussInhibit.h
stepR/src/Bounds.cpp
stepR/src/StepPoisson.h
stepR/src/StepPoisson.cpp
stepR/src/Bounds.h
stepR/NAMESPACE
stepR/data
stepR/data/MRCasymptotic.rda
stepR/R
stepR/R/jsmurf.R
stepR/R/stepsel.R
stepR/R/contMC.R
stepR/R/sdrobnorm.R
stepR/R/stepbound.R
stepR/R/smuceR.R
stepR/R/jumpint.R
stepR/R/sysdata.rda
stepR/R/stepblock.R
stepR/R/stepfit.R
stepR/R/stepcand.R
stepR/R/bessel.R
stepR/R/transit.R
stepR/R/bounds.R
stepR/R/MRC.R
stepR/R/steppath.R
stepR/R/dfilter.R
stepR/R/compare.R
stepR/R/neighbours.R
stepR/MD5
stepR/DESCRIPTION
stepR/ChangeLog
stepR/man
stepR/man/MRC1000.Rd
stepR/man/MRCasymptotic.Rd
stepR/man/neighbours.Rd
stepR/man/contMC.Rd
stepR/man/jumpint.Rd
stepR/man/family.Rd
stepR/man/stepcand.Rd
stepR/man/bounds.Rd
stepR/man/transit.Rd
stepR/man/stepbound.Rd
stepR/man/steppath.Rd
stepR/man/MRC.Rd
stepR/man/dfilter.Rd
stepR/man/stepfit.Rd
stepR/man/compare.Rd
stepR/man/stepsel.Rd
stepR/man/jsmurf.Rd
stepR/man/bessel.Rd
stepR/man/stepR-package.Rd
stepR/man/stepblock.Rd
stepR/man/smuceR.Rd
stepR/man/MRCasymptoticDyadic.Rd
stepR/man/sdrobnorm.Rd