dSTEM
Multiple Testing of Local Extrema for Detection of Change Points
Simultaneously detect the number and locations of change points in piecewise linear models under stationary Gaussian noise allowing autocorrelated random noise. The core idea is to transform the problem of detecting change points into the detection of local extrema (local maxima and local minima)through kernel smoothing and differentiation of the data sequence, see Cheng et al. (2020) doi:10.1214/20-EJS1751. A low-computational and fast algorithm call 'dSTEM' is introduced to detect change points based on the 'STEM' algorithm in D. Cheng and A. Schwartzman (2017) doi:10.1214/16-AOS1458.
- Version2.0-1
- R version≥ 3.1.0
- LicenseGPL-3
- Needs compilation?No
- Cheng et al. (2020)
- D. Cheng and A. Schwartzman (2017)
- Last release06/21/2023
Documentation
Team
Zhibing He
Insights
Last 30 days
This package has been downloaded 165 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 7 times.
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Last 365 days
This package has been downloaded 1,956 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Sep 11, 2024 with 19 downloads.
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Dependencies
- Imports1 package