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dSTEM: Multiple Testing of Local Extrema for Detection of Change Points

Simultaneously detect the number and locations of change points in piecewise linear models under stationary Gaussian noise allowing autocorrelated random noise. The core idea is to transform the problem of detecting change points into the detection of local extrema (local maxima and local minima)through kernel smoothing and differentiation of the data sequence, see Cheng et al. (2020) <doi:10.1214/20-EJS1751>. A low-computational and fast algorithm call 'dSTEM' is introduced to detect change points based on the 'STEM' algorithm in D. Cheng and A. Schwartzman (2017) <doi:10.1214/16-AOS1458>.

Version: 2.0-1
Depends: R (≥ 3.1.0)
Imports: MASS
Published: 2023-06-21
Author: Zhibing He
Maintainer: Zhibing He <zhibingh at asu.edu>
License: GPL-3
URL: https://doi.org/10.1214/20-EJS1751, https://doi.org/10.1214/16-AOS1458
NeedsCompilation: no
Materials: NEWS
CRAN checks: dSTEM results

Documentation:

Reference manual: dSTEM.pdf

Downloads:

Package source: dSTEM_2.0-1.tar.gz
Windows binaries: r-devel: dSTEM_2.0-1.zip, r-release: dSTEM_2.0-1.zip, r-oldrel: dSTEM_2.0-1.zip
macOS binaries: r-release (arm64): dSTEM_2.0-1.tgz, r-oldrel (arm64): dSTEM_2.0-1.tgz, r-release (x86_64): dSTEM_2.0-1.tgz, r-oldrel (x86_64): dSTEM_2.0-1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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