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BinSegBstrap (version 1.0)

Piecewise Smooth Regression by Bootstrapped Binary Segmentation

Description

Provides methods for piecewise smooth regression. A piecewise smooth signal is estimated by applying a bootstrapped test recursively (binary segmentation approach). Each bootstrapped test decides whether the underlying signal is smooth on the currently considered subsegment or contains at least one further change-point.

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Version

Install

install.packages('BinSegBstrap')

Monthly Downloads

219

Version

1.0

License

GPL-3

Maintainer

Pein Florian

Last Published

November 6th, 2019

Functions in BinSegBstrap (1.0)

BinSegBstrap-package

Piecewise smooth regression by bootstrapped binary segmentation
BinSegBstrap

Estimates a piecewise smooth signal
estimateSingleCp

Estimation of a single change-point
BstrapTest

Bootstrap test for a single change-point