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.
Version: 2.1-10 Depends: R (≥ 3.3.0) Imports: Rcpp (≥ 0.12.3), lowpassFilter (≥ 1.0.0), R.cache (≥ 0.10.0), digest (≥ 0.6.10), stats, graphics, methods LinkingTo: Rcpp Suggests: testthat (≥ 1.0.0), knitr Published: 2024-10-18 DOI: 10.32614/CRAN.package.stepR Author: Pein Florian [aut, cre], Thomas Hotz [aut], Hannes Sieling [aut], Timo Aspelmeier [ctb] Maintainer: Pein Florian <f.pein at lancaster.ac.uk> License: GPL-3 NeedsCompilation: yes Classification/MSC: 62G08, 92C40, 92D20 Citation: stepR citation info Materials: ChangeLog CRAN checks: stepR results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=stepR to link to this page.
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