stepR (version 2.1-9)

Multiscale Change-Point Inference

Description

Allows fitting of step-functions to univariate serial data where neither the number of jumps nor their positions is known by implementing the multiscale regression estimators SMUCE, simulataneous multiscale changepoint estimator, (K. Frick, A. Munk and H. Sieling, 2014) and HSMUCE, heterogeneous SMUCE, (F. Pein, H. Sieling and A. Munk, 2017) . In addition, confidence intervals for the change-point locations and bands for the unknown signal can be obtained.

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Install

install.packages('stepR')

Monthly Downloads

485

Version

2.1-9

License

GPL-3

Maintainer

Last Published

November 13th, 2023

Functions in stepR (2.1-9)