stepR (Q32587): Difference between revisions
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software version identifier: ≥ 3.3.0 | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:d97e34b743006478b994c2ac3844e60bcd878bd2 / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:d97e34b743006478b994c2ac3844e60bcd878bd2 / qualifier | |||||||||||||||
point in time: 4 September 2023
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Latest revision as of 19:13, 21 March 2024
Multiscale Change-Point Inference
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | stepR |
Multiscale Change-Point Inference |
Statements
13 November 2023
0 references
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.
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Identifiers
4 September 2023
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