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.

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AuthorPein Florian [aut], Thomas Hotz [aut], Hannes Sieling [aut], Timo Aspelmeier [cre]
Date of publication2017-05-19 21:22:23 UTC
MaintainerTimo Aspelmeier <timo.aspelmeier@mathematik.uni-goettingen.de>
LicenseGPL-3
Version2.0-1
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("stepR")

Man pages

bessel: Bessel Polynomials
bounds: Bounds based on MRC
compare: Compare fit blockwise with ground truth
computeBounds: Computation of the bounds
computeStat: Computation of the multiscale statistic
contMC: Continuous time Markov chain
critVal: Critical values
dfilter: Digital filters
family: Family of distributions
intervalSystem: Interval systems
jsmurf: Reconstruct filtered piecewise constant functions with noise
jumpint: Confidence intervals for jumps and confidence bands for step...
monteCarloSimulation: Monte Carlo simulation
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
parametricFamily: Parametric families
penalty: Penalties
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: Piecewise constant multiscale inference
stepfitClass: Fitted step function
steppath: Solution path of step-functions
stepR-package: Multiscale Change-Point Inference
stepsel: Automatic selection of number of jumps
transit: TRANSIT algorithm for detecting jumps

Functions

BesselPolynomial Man page
MRC Man page Source code
MRC.1000 Man page
MRC.FFT Man page Source code
MRC.asymptotic Man page
MRC.asymptotic.dyadic Man page
MRC.pvalue Man page Source code
MRC.quant Man page Source code
MRC.simul Man page Source code
MRCoeff Man page Source code
MRCoeff.FFT Man page Source code
[.bounds Man page
[.stepblock Man page
[.stepfit Man page
[[.steppath Man page
bounds Man page
bounds.MRC Man page
callRoutines Source code
chi Man page Source code
chi.FFT Man page Source code
colMax Source code
compareBlocks Man page Source code
computeBounds Man page Source code
computeMA Source code
computeStat Man page Source code Source code
confband Man page
confband.stepfit Man page
contMC Man page
convolve Source code
critVal Man page Source code Source code
critValVector Source code
critValWeights Source code
criticalValuesWeights Source code
dfilter Man page
family Man page
familyGauss Source code
familyHsmuce Source code
familyMDependentPS Source code
fitted.stepfit Man page
getStat Source code
getVectorStat Source code
intervalSystem Man page
intervalsystem Man page
jsmurf Man page
jumpint Man page
jumpint.stepfit Man page
kMRC.pvalue Man page Source code
kMRC.quant Man page Source code
kMRC.simul Man page Source code
length.steppath Man page
lines.confband Man page
lines.stepblock Man page
lines.stepfit Man page
loadMatrix Source code
loadMatrixSingle Source code
loadPackage Source code
loadRcache Source code
loadVector Source code
loadVectorSingle Source code
loadWorkspace Source code
logLik.stepfit Man page
logLik.steppath Man page
monteCarloSimulation Man page Source code Source code
nOrdered Source code
neighbors Man page
neighbours Man page
ntervalSystem Source code
onAttach Source code
parametricFamily Man page Source code
parametricfamily Man page
penalties Man page
penalty Man page
plot.stepblock Man page
plot.stepfit Man page
points.jumpint Man page
print.dfilter Man page
print.stepblock Man page
print.stepfit Man page
print.steppath Man page
rand.genMDependent Source code
residuals.stepfit Man page
saveMatrix Source code
saveRcache Source code
saveVector Source code
saveWorkspace Source code
sdrobnorm Man page Source code
smuceR Man page
stepFit Man page Source code
stepR Man page
stepR-package Man page
stepblock Man page
stepbound Man page
stepbound.default Man page
stepbound.stepcand Man page
stepcand Man page
stepfit Man page
steppath Man page
steppath.default Man page
steppath.stepcand Man page
stepsel Man page
stepsel.AIC Man page
stepsel.BIC Man page
stepsel.MRC Man page
thresh.smuceR Man page
transit Man page

Files

inst
inst/CITATION
inst/tests
inst/tests/comparisons
inst/tests/comparisons/singleStat.R
inst/tests/comparisons/penalisation.R
inst/tests/comparisons/localCost.R
inst/tests/comparisons/singleBounds.R
inst/tests/comparisons/localEst.R
inst/tests/comparisons/indices.R
inst/doc
inst/doc/StepR.R
inst/doc/StepR.Rnw
inst/doc/StepR.pdf
tests
tests/testthat.R
tests/testthat
tests/testthat/test-computeStat.R
tests/testthat/test-monteCarloSimulation.R
tests/testthat/test-critVal.R
tests/testthat/test-computeBounds.R
tests/testthat/test-sdrobnorm.R
tests/testthat/test-stepFit.R
tests/tests.R
src
src/IntervalSystemDyaLenLengths.cpp
src/StepBinom.cpp
src/TriArray.h
src/SingleBounds.h
src/Debug.h
src/IntervalSystemDyaParLengths.cpp
src/Step.cpp
src/DataMDependentPS.h
src/StepGaussCut.cpp
src/DataHsmuce.h
src/CallRoutines.cpp
src/StepGaussCut.h
src/IntervalSystem.cpp
src/IntervalSystemDyaPar.h
src/IntervalSystemDyaLenLengths.h
src/Convolve.cpp
src/StepBinom.h
src/IntervalSystemAllLengths.cpp
src/LocalOptimum.cpp
src/StepGauss.cpp
src/Data.h
src/Jump.h
src/Jump.cpp
src/Step.h
src/CriticalValuesWeights.cpp
src/BinTree.h
src/StepGaussInhibit.cpp
src/LocalOptimum.h
src/StepGaussVar.h
src/StepGauss.h
src/DynamicPrograms.cpp
src/Data.cpp
src/IntervalSystemAllLengths.h
src/IntervalSystemDyaLen.cpp
src/StepGaussVar.cpp
src/StepGaussInhibit.h
src/DataGauss.h
src/Compute.h
src/ColMax.cpp
src/Compute.cpp
src/IntervalSystem.h
src/IntervalSystemDyaLen.h
src/IntervalSystemDyaParLengths.h
src/SingleBounds.cpp
src/Bounds.cpp
src/DataMDependentPS.cpp
src/init.c
src/StepPoisson.h
src/RcppExports.cpp
src/StepPoisson.cpp
src/IntervalSystemAll.cpp
src/IntervalSystemAll.h
src/DataGauss.cpp
src/IntervalSystemDyaPar.cpp
src/InOrdered.cpp
src/DynamicPrograms.h
src/DataHsmuce.cpp
src/Bounds.h
NAMESPACE
data
data/MRCasymptotic.rda
R
R/jsmurf.R
R/monteCarloSimulation.R
R/stepsel.R
R/contMC.R
R/sdrobnorm.R
R/stepbound.R
R/smuceR.R
R/jumpint.R
R/sysdata.rda
R/stepblock.R
R/stepcand.R
R/bessel.R
R/transit.R
R/critVal.R
R/bounds.R
R/computeStat.R
R/RcppExports.R
R/intervalSystem.R
R/MRC.R
R/steppath.R
R/computeBounds.R
R/stepFit.R
R/dfilter.R
R/compare.R
R/neighbours.R
R/zzz.R
R/parametricFamily.R
vignettes
vignettes/StepR.Rnw
vignettes/references.bib
MD5
build
build/vignette.rds
DESCRIPTION
ChangeLog
man
man/MRC1000.Rd
man/parametricFamily.Rd
man/critVal.Rd
man/MRCasymptotic.Rd
man/monteCarloSimulation.Rd
man/neighbours.Rd
man/computeStat.Rd
man/contMC.Rd
man/jumpint.Rd
man/family.Rd
man/stepcand.Rd
man/bounds.Rd
man/transit.Rd
man/computeBounds.Rd
man/stepbound.Rd
man/steppath.Rd
man/MRC.Rd
man/dfilter.Rd
man/stepfitClass.Rd
man/compare.Rd
man/stepFit.Rd
man/stepsel.Rd
man/jsmurf.Rd
man/intervalSystem.Rd
man/bessel.Rd
man/penalty.Rd
man/stepR-package.Rd
man/stepblock.Rd
man/smuceR.Rd
man/MRCasymptoticDyadic.Rd
man/sdrobnorm.Rd
stepR documentation built on May 23, 2017, 9:11 a.m.