fdr.gam {mSTEM}

Parallel computing fdr and power of change points estimation for different gamma and nu

Description

Parallel computing fdr and power of change points estimation for different gamma and nu

Usage

fdr.gam(c, mu, Gamma, Nu, b, th, B = 100, level = 0.1, iter = 100)

Arguments

c

number of cpu cores used for parallel computing

mu

a vector of piecewise constant

Gamma

a vector of different gammas

Nu

a vector of different nus

b

a scalar of location tolerance, specified by user

th

a vector of true change points locations

B

Montelarlo iteration times

level

FDR control level

iter

iteration times for each combination of gamma and nu

Value

a list of matrix with the same length as Nu, FDR and Power for different Gamma are displayed within each matrix

Examples

size=12000
a = 1
A = a*(1:119)
H = seq(100,11900,100)
mu = GenMu(A,H,size=size)
z = GenZ(nu=2,size=size)
Gamma = seq(1,5,1)
Nu = seq(0,2,0.5)
model = fdr.gam(2,mu,Gamma,Nu,8,H,iter=100)