ChangepointTesting: Change Point Estimation for Clustered Signals
A multiple testing procedure for clustered alternative hypotheses.
It is assumed that the p-values under the null hypotheses follow U(0,1) and
that the distributions of p-values from the alternative hypotheses are
stochastically smaller than U(0,1). By aggregating information, this
method is more sensitive to detecting signals of low magnitude than
standard methods. Additionally, sporadic small p-values appearing
within a null hypotheses sequence are avoided by averaging on the
neighboring p-values.
Version: |
1.1 |
Depends: |
graphics, methods, stats |
Published: |
2022-06-06 |
Author: |
Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway |
Maintainer: |
Shannon T. Holloway <shannon.t.holloway at gmail.com> |
License: |
GPL-2 |
NeedsCompilation: |
no |
CRAN checks: |
ChangepointTesting results |
Documentation:
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