stepR

MaRDI QIDQ32587swMATHCRANFDO

Authors Hannes Sieling, Pein Florian, Thomas Hotz

Last update 13 November 2023

Copyright license GNU General Public License, version 3.0

Software version identifier 2.1-4, 1.0-1, 1.0-2, 1.0-3, 1.0-4, 1.0-5.1, 1.0-5, 1.0-6, 1.0-7, 1.0, 2.0-1, 2.0-2, 2.0-3, 2.0-4, 2.1-0, 2.1-1, 2.1-3, 2.1-8, 2.1-9

Official website https://cran.r-project.org/web/packages/stepR/index.html

Source code repository https://github.com/cran/stepR

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.

Cites work

• Heterogeneous Change Point Inference
• Multiscale Change Point Inference

Cited in

(38)

• Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
• Bivariate change point detection: Joint detection of changes in expectation and variance
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes
• Heterogeneous multiscale change-point inference and its application to ion channel recordings
• cghseg
• strucchange
• cpm
• bcp
• not
• FDRSeg
• ecp
• wbsts
• changepoint.np
• Segmentor3IsBack
• breakfast
• ruptures
• cumSeg
• KernSeg
• clampSeg
• HSMUCE
• capushe
• IDetect
• linearQ
• jcp
• trendsegmentR
• gfpop
• PeakSegOptimal
• fpop
• mscp
• mosum
• VARDetect
• FDRSeg
• crossvalidationCP
• jointseg
• Optimal nonparametric change point analysis
• Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Heterogeneous change point inference

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