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

# Multiple Testing of Local Extrema for Detection of Change Points

## Documentation for package ‘mSTEM’ version 1.0-1

- DESCRIPTION file
- Package README

## Help Pages

ch.est | Estimate *s2*,*lambda2*,*lambda4*,*Delta*
conv | Compute convolution function using FFT, similar to the function 'conv' in matlab
Fdr | Evaluate performance of estimated change points
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
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
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