Multiple Testing of Local Extrema for Detection of Change Points

Documentation for package ‘mSTEM’ version 1.0-1

ch.est	Estimate s2,lambda2,lambda4,Delta
conv	Compute convolution function using FFT, similar to the function 'conv' in matlab
Fdr	Evaluate performance of estimated change points
fdr.gam	Parallel computing fdr and power of change points estimation for different 'gamma' and 'nu'
fdrBH	FDR threshold based on the Benjamini-Hochberg algorithm
GenDY	Generate first-order differential of a smoothed sequence Y
GenMu	Generate a piecewise constant sequence starting from 0
GenZ	Generate Gaussian autocorrelated random error sequence based on White-noise and Gaussian kernal
illu.plot	Illustration plot of the procedure t0 detect change points
which.cp	Find locations of change points
which.peaks	Find local maxima and minima in a sequence