ChangepointTesting-package {ChangepointTesting}R Documentation

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.


Package: ChangepointTesting
Type: Package
Version: 1.1
Date: 2022-06-05
License: GPL-2


Hongyuan Cao, Wei Biao Wu, and Shannon T. Holloway Maintainer: Shannon T. Holloway <>


Cao, H. and Wu, W. B. (2015) Changepoint estimation: Another look at multiple testing problems. Biometrika, 102, 974–980.

[Package ChangepointTesting version 1.1 Index]