linearQ (version 2.0)

linearQ-package: Quantile Simulation in Multiscale Chang-Point Segmentation.

Description

A linear algorithm for simulating quantiles of multiscale statistics under null hypothesis in multiscale change-point segmentation.

Details

Package:	linearQ
Type:	Package
Version:	1.0
Date:	2018-02-27
License:	GPL (>= 2)

Index:

fastQuantile      Quantile simulation

References

Frick, K., Munk, A., and Sieling, H. (2014). Multiscale Change-Point Inference. J. R. Statist. Soc. B, with discussion and rejoinder by the authors, 76:495--580. Li, H., Munk, A., and Sieling, H. (2015). FDR-control in multiscale change-point segmentation. arXiv:1412.5844.

Examples

# NOT RUN {
  # simulate quantiles for multiscale statistics from Normal regression model
    seed = 123
    q  <- fastQuantile(0.9, 500, 100, seed = seed, type = 1)
# }