zhibinghe/ChangePoint: Multiple Testing of Local Extrema for Detection of Structural Breaks
A new approach to detect change points based on smoothing and multiple testing, which is for long data sequence modeled as piecewise constant functions plus stationary Gaussian noise, see Dan Cheng and Armin Schwartzman (2015).
Getting started
Browse package contents
Package details |
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| Author | Zhibing He |
| Maintainer | Zhibing He <zhibingh@asu.edu> |
| License | GPL-3 |
| Version | 1.0-1 |
| URL | https://doi.org/10.1214/20-EJS1751 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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