Man pages for zhibinghe/ChangePoint
Multiple Testing of Local Extrema for Detection of Structural Breaks
| conv | Compute convolution function using FFT |
| cp.plt | Plot data sequence, first and second-order derivative, and... |
| cpTest | Mutilple testing of change points for kernel smoothed data |
| dstem | Detection of change points based on 'dSTEM' algorithm |
| est.pair | Identify pairwise local maxima and local minima of the... |
| est.sigma2 | Estimate variance of smoothed Gaussian noise |
| est.slope | Estimate piecewise slope for piecewise linear signal |
| Fdr | Compute TPR and FPR |
| fdrBH | FDR threshold based on the Benjamini-Hochberg algorithm |
| gen.signal | Simulate different types of signal |
| smth.gau | Smooth data using Gaussian kernel |
| snr | Compute SNR of a certain location of signal-plus-noise data |
| which.peaks | Find local maxima and local minima |
