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

# Multiple Testing of Local Extrema for Detection of Change Points

## Documentation for package ‘dSTEM’ version 2.0-1

- DESCRIPTION file.
- Package NEWS.

## Help Pages

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