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ChangepointTesting: Change Point Estimation for Clustered Signals

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.

Version: 1.1
Depends: graphics, methods, stats
Published: 2022-06-06
DOI: 10.32614/CRAN.package.ChangepointTesting
Author: Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway
Maintainer: Shannon T. Holloway <shannon.t.holloway at gmail.com>
License: GPL-2
NeedsCompilation: no
CRAN checks: ChangepointTesting results

Documentation:

Reference manual: ChangepointTesting.pdf

Downloads:

Package source: ChangepointTesting_1.1.tar.gz
Windows binaries: r-devel: ChangepointTesting_1.1.zip, r-release: ChangepointTesting_1.1.zip, r-oldrel: ChangepointTesting_1.1.zip
macOS binaries: r-release (arm64): ChangepointTesting_1.1.tgz, r-oldrel (arm64): ChangepointTesting_1.1.tgz, r-release (x86_64): ChangepointTesting_1.1.tgz, r-oldrel (x86_64): ChangepointTesting_1.1.tgz
Old sources: ChangepointTesting archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.