CRAN/E | mSTEM

mSTEM

Multiple Testing of Local Extrema for Detection of Change Points

Installation

About

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) .

arxiv.org/abs/1504.06384

Key Metrics

Version 1.0-1
R ≥ 3.1.0
Published 2019-10-02 1674 days ago
Needs compilation? no
License GPL-3
CRAN checks mSTEM results

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Maintainer

Maintainer

Zhibing He

zhibingh@asu.edu

Authors

Zhibing He
Dan Cheng

Material

README
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

Depends

R ≥ 3.1.0

Imports

parallel
foreach
doParallel
latex2exp