CRAN/E | ChangepointTesting

ChangepointTesting

Change Point Estimation for Clustered Signals

Installation

About

A multiple testing procedure for clustered alternative hypotheses. It is assumed that the p-values under the null hypotheses follow U(0,1) and that the distributions of p-values from the alternative hypotheses are stochastically smaller than U(0,1). By aggregating information, this method is more sensitive to detecting signals of low magnitude than standard methods. Additionally, sporadic small p-values appearing within a null hypotheses sequence are avoided by averaging on the neighboring p-values.

Key Metrics

Version 1.1
Published 2022-06-06 684 days ago
Needs compilation? no
License GPL-2
CRAN checks ChangepointTesting results

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Maintainer

Maintainer

Shannon T. Holloway

shannon.t.holloway@gmail.com

Authors

Hongyuan Cao
Wei Biao Wu
Shannon T. Holloway

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ChangepointTesting archive

Depends

graphics
methods
stats