R: Multiscale Change-Point Inference

# Multiscale Change-Point Inference

## Documentation for package ‘stepR’ version 2.1-11

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

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