Multiscale Change-Point Inference

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 |

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