Fdr                     Compute TPR and FPR
HST_stock               Stock price of Host & Hotel Resorts (HST)
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
fdrBH                   Compute FDR threshold based on
                        Benjamini-Hochberg (BH) algorithm
gen.signal              Generate simulated signals
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
