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.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("ChangepointTesting")

1.2 by Shannon T. Holloway, a year ago


Browse source code at https://github.com/cran/ChangepointTesting


Authors: Hongyuan Cao [aut] , Wei Biao Wu [aut] , Shannon T. Holloway [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Depends on graphics, methods, stats


See at CRAN