Multiple Testing of Local Extrema for Detection of Change Points

Documentation for package ‘dSTEM’ version 2.0-1

conv	Compute convolution function using FFT
cp.plt	Plot data sequence, the first and second-order derivatives, and their local extrema
cpTest	Multiple testing of change points for kernel smoothed data
dstem	Detection of change points based on 'dSTEM' algorithm
est.pair	Identify pairwise local maxima and local minima of the second-order derivative
est.sigma2	Estimate variance of smoothed Gaussian noise
est.slope	Estimate piecewise slope for piecewise linear model
Fdr	Compute TPR and FPR
fdrBH	Compute FDR threshold based on Benjamini-Hochberg (BH) algorithm
gen.signal	Generate simulated signals
HST_stock	Stock price of Host & Hotel Resorts (HST)
smth.gau	Smoothing data using Gaussian kernel
snr	Compute SNR of a certain change point location
which.peaks	Find local maxima and local minima of data sequence