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stepR - MaRDI portal

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stepR (Q32587)

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Multiscale Change-Point Inference
Language Label Description Also known as
English
stepR
Multiscale Change-Point Inference

    Statements

    instance of
    R package
    0 references
    software version identifier
    2.1-4
    publication date
    30 January 2023
    0 references
    1.0-1
    publication date
    4 March 2015
    0 references
    1.0-2
    publication date
    29 April 2015
    0 references
    1.0-3
    publication date
    18 June 2015
    0 references
    1.0-4
    publication date
    24 March 2016
    0 references
    1.0-5.1
    publication date
    11 October 2016
    0 references
    1.0-5
    publication date
    5 October 2016
    0 references
    1.0-6
    publication date
    17 October 2016
    0 references
    1.0-7
    publication date
    20 April 2017
    0 references
    1.0
    publication date
    16 February 2015
    0 references
    2.0-1
    publication date
    19 May 2017
    0 references
    2.0-2
    publication date
    6 April 2018
    0 references
    2.0-3
    publication date
    27 January 2019
    0 references
    2.0-4
    publication date
    3 November 2019
    0 references
    2.1-0
    publication date
    4 August 2020
    0 references
    2.1-1
    publication date
    26 August 2020
    0 references
    2.1-3
    publication date
    6 May 2022
    0 references
    2.1-8
    publication date
    18 August 2023
    0 references
    2.1-9
    publication date
    13 November 2023
    0 references
    programmed in
    R
    0 references
    last update
    13 November 2023
    0 references
    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) <doi:10.1111/rssb.12047> and HSMUCE, heterogeneous SMUCE, (F. Pein, H. Sieling and A. Munk, 2017) <doi:10.1111/rssb.12202>. In addition, confidence intervals for the change-point locations and bands for the unknown signal can be obtained.
    0 references
    author
    Pein Florian
    0 references
    Thomas Hotz
    0 references
    Hannes Sieling
    0 references
    imports
    Rcpp
    software version identifier
    ≥ 0.12.3
    0 references
    R.cache
    software version identifier
    ≥ 0.10.0
    0 references
    digest
    software version identifier
    ≥ 0.6.10
    0 references
    stats
    0 references
    graphics
    0 references
    methods
    0 references

    Identifiers

    swMATH work ID
    20772
    0 references
    CRAN project
    stepR
    0 references
     
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