ChangepointTesting: 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.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=ChangepointTesting
to link to this page.