stepR: Multiscale Change-Point Inference

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 (K. Frick, A. Munk and H. Sieling, 2014) <doi:10.1111/rssb.12047> and HSMUCE (F. Pein, H. Sieling and A. Munk, 2017) <doi:10.1111/rssb.12202>. In addition, confidence intervals for the change-point locations and bands for the unknown signal can be obtained.

Package details

AuthorPein Florian [aut, cre], Thomas Hotz [aut], Hannes Sieling [aut], Timo Aspelmeier [ctb]
MaintainerPein Florian <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the stepR package in your browser

Any scripts or data that you put into this service are public.

stepR documentation built on Aug. 26, 2020, 5:11 p.m.