stepR-package |
Multiscale Change-Point Inference |
.testSmallScales |
Test Small Scales |
BesselPolynomial |
Bessel Polynomials |
bounds |
Bounds based on MRC |
bounds.MRC |
Bounds based on MRC |
chi |
Compute Multiresolution Criterion |
chi.FFT |
Compute Multiresolution Criterion |
compareBlocks |
Compare fit blockwise with ground truth |
computeBounds |
Computation of the bounds |
computeStat |
Computation of the multiscale statistic |
confband |
Confidence intervals for jumps and confidence bands for step functions |
confband.stepfit |
Confidence intervals for jumps and confidence bands for step functions |
contMC |
Continuous time Markov chain |
critVal |
Critical values |
dfilter |
Digital filters |
family |
Family of distributions |
fitted.stepfit |
Fitted step function |
intervalSystem |
Interval systems |
intervalsystem |
Interval systems |
jsmurf |
Reconstruct filtered piecewise constant functions with noise |
jumpint |
Confidence intervals for jumps and confidence bands for step functions |
jumpint.stepfit |
Confidence intervals for jumps and confidence bands for step functions |
kMRC.pvalue |
Compute Multiresolution Criterion |
kMRC.quant |
Compute Multiresolution Criterion |
kMRC.simul |
Compute Multiresolution Criterion |
length.steppath |
Solution path of step-functions |
lines.confband |
Confidence intervals for jumps and confidence bands for step functions |
lines.stepblock |
Step function |
lines.stepfit |
Fitted step function |
logLik.stepfit |
Fitted step function |
logLik.steppath |
Solution path of step-functions |
monteCarloSimulation |
Monte Carlo simulation |
MRC |
Compute Multiresolution Criterion |
MRC.1000 |
Values of the MRC statistic for 1,000 observations (all intervals) |
MRC.asymptotic |
"Asymptotic" values of the MRC statistic (all intervals) |
MRC.asymptotic.dyadic |
"Asymptotic" values of the MRC statistic (dyadic intervals) |
MRC.FFT |
Compute Multiresolution Criterion |
MRC.pvalue |
Compute Multiresolution Criterion |
MRC.quant |
Compute Multiresolution Criterion |
MRC.simul |
Compute Multiresolution Criterion |
MRCoeff |
Compute Multiresolution Criterion |
MRCoeff.FFT |
Compute Multiresolution Criterion |
neighbors |
Neighbouring integers |
neighbours |
Neighbouring integers |
parametricFamily |
Parametric families |
parametricfamily |
Parametric families |
penalties |
Penalties |
penalty |
Penalties |
plot.stepblock |
Step function |
plot.stepfit |
Fitted step function |
points.jumpint |
Confidence intervals for jumps and confidence bands for step functions |
print.dfilter |
Digital filters |
print.stepblock |
Step function |
print.stepfit |
Fitted step function |
print.steppath |
Solution path of step-functions |
residuals.stepfit |
Fitted step function |
sdrobnorm |
Robust standard deviation estimate |
smuceR |
Piecewise constant regression with SMUCE |
stepblock |
Step function |
stepbound |
Jump estimation under restrictions |
stepbound.default |
Jump estimation under restrictions |
stepbound.stepcand |
Jump estimation under restrictions |
stepcand |
Forward selection of candidate jumps |
stepFit |
Piecewise constant multiscale inference |
stepfit |
Fitted step function |
steppath |
Solution path of step-functions |
steppath.default |
Solution path of step-functions |
steppath.stepcand |
Solution path of step-functions |
stepR |
Multiscale Change-Point Inference |
stepsel |
Automatic selection of number of jumps |
stepsel.AIC |
Automatic selection of number of jumps |
stepsel.BIC |
Automatic selection of number of jumps |
stepsel.MRC |
Automatic selection of number of jumps |
testSmallScales |
Test Small Scales |
thresh.smuceR |
Piecewise constant regression with SMUCE |
transit |
TRANSIT algorithm for detecting jumps |
[.bounds |
Bounds based on MRC |
[.stepblock |
Step function |
[.stepfit |
Fitted step function |
[[.steppath |
Solution path of step-functions |