Fdr                     Evaluate performance of estimated change points
GenDY                   Generate first-order differential of a smoothed
                        sequence Y
GenMu                   Generate a piecewise constant sequence starting
                        from 0
GenZ                    Generate Gaussian autocorrelated random error
                        sequence based on White-noise and Gaussian
                        kernal
ch.est                  Estimate *s2*,*lambda2*,*lambda4*,*Delta*
conv                    Compute convolution function using FFT, similar
                        to the function 'conv' in matlab
fdr.gam                 Parallel computing fdr and power of change
                        points estimation for different 'gamma' and
                        'nu'
fdrBH                   FDR threshold based on the Benjamini-Hochberg
                        algorithm
illu.plot               Illustration plot of the procedure t0 detect
                        change points
which.cp                Find locations of change points
which.peaks             Find local maxima and minima in a sequence
