mSTEM: Multiple Testing of Local Extrema for Detection of Change Points

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) <doi:10.48550/arXiv.1504.06384>.

Version: 1.0-1
Depends: R (≥ 3.1.0)
Imports: parallel, foreach, doParallel, latex2exp
Published: 2019年10月02日
Author: Zhibing He and Dan Cheng
Maintainer: Zhibing He <zhibingh at asu.edu>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: mSTEM results

Documentation:

Reference manual: mSTEM.html , mSTEM.pdf

Downloads:

Package source: mSTEM_1.0-1.tar.gz
Windows binaries: r-devel: mSTEM_1.0-1.zip, r-release: mSTEM_1.0-1.zip, r-oldrel: mSTEM_1.0-1.zip
macOS binaries: r-release (arm64): mSTEM_1.0-1.tgz, r-oldrel (arm64): mSTEM_1.0-1.tgz, r-release (x86_64): mSTEM_1.0-1.tgz, r-oldrel (x86_64): mSTEM_1.0-1.tgz

Linking:

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